+390.4%
DDOG vs CTVA
+134.1%
+256.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +2.9% | -20.8% | +23.6% | +6.6% |
| 30D | -31.6% | -29.6% | -2.0% | -27.5% |
| 3M | -27.0% | -16.9% | -10.1% | -26.3% |
| 6M | -10.3% | -24.3% | +14.0% | -7.8% |
| YTD | +35.4% | -5.6% | +41.0% | +30.4% |
| 1Y | -1.0% | -4.2% | +3.2% | -5.1% |
| 3Y | +76.7% | +43.3% | +33.4% | +46.7% |
| 5Y | -4.6% | +35.7% | -40.3% | -20.5% |
| All | +390.4% | +134.1% | +256.4% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling