-3.6%
DDOG vs CVE
+158.6%
-162.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +2.9% | +5.9% | -3.1% | +1.6% |
| 30D | -31.6% | -10.9% | -20.8% | -29.9% |
| 3M | -27.0% | -4.5% | -22.5% | -26.2% |
| 6M | -10.3% | -1.0% | -9.3% | -10.4% |
| YTD | +35.4% | +74.7% | -39.3% | +18.3% |
| 1Y | -1.0% | +65.8% | -66.8% | -12.6% |
| 3Y | +76.7% | +73.2% | +3.5% | +50.3% |
| All | -3.6% | +158.6% | -162.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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