+59.9%
DDOG vs CTVA
+103.5%
-43.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.5% | +7.4% |
| 7D | +7.7% | -5.8% | +13.5% | +8.9% |
| 30D | -13.6% | +11.1% | -24.7% | -15.6% |
| 3M | -0.9% | +13.2% | -14.1% | -4.0% |
| 6M | +75.2% | +8.7% | +66.5% | +70.3% |
| YTD | +65.7% | +27.3% | +38.4% | +54.4% |
| 1Y | +60.4% | +18.0% | +42.4% | +51.9% |
| 3Y | +130.7% | +76.5% | +54.2% | +90.6% |
| 5Y | +59.9% | +105.1% | -45.2% | +19.4% |
| All | +59.9% | +103.5% | -43.6% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling