+490.5%
DDOG vs CTVA
+214.7%
+275.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.2% | -4.7% | +7.9% | +4.4% |
| 30D | -10.2% | +11.1% | -21.2% | -12.7% |
| 3M | -2.6% | +13.7% | -16.3% | -6.3% |
| 6M | +80.1% | +11.2% | +68.9% | +73.2% |
| YTD | +63.0% | +26.9% | +36.1% | +50.9% |
| 1Y | +59.4% | +18.8% | +40.5% | +49.4% |
| 3Y | +127.0% | +75.9% | +51.1% | +85.6% |
| 5Y | +61.7% | +105.2% | -43.6% | +24.8% |
| All | +490.5% | +214.7% | +275.8% | +271.4% |
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