+121.1%
DDOG vs CTVA
+76.0%
+45.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.5% | +7.2% |
| 7D | +7.7% | -5.8% | +13.5% | +7.9% |
| 30D | -13.6% | +11.1% | -24.7% | -14.3% |
| 3M | -0.9% | +13.2% | -14.1% | -2.0% |
| 6M | +75.2% | +8.7% | +66.5% | +73.1% |
| YTD | +65.7% | +27.3% | +38.4% | +60.2% |
| 1Y | +60.4% | +18.0% | +42.4% | +56.9% |
| All | +121.1% | +76.0% | +45.1% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling