+55.0%
DDOG vs CVE
+317.2%
-262.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -10.1% | +2.5% | -12.7% | -10.6% |
| 30D | -24.8% | +16.7% | -41.5% | -27.1% |
| 3M | -12.6% | +9.3% | -21.9% | -14.4% |
| 6M | +79.9% | +43.6% | +36.3% | +65.6% |
| YTD | +56.6% | +93.6% | -37.0% | +34.5% |
| 1Y | +61.6% | +98.8% | -37.2% | +37.8% |
| 3Y | +117.9% | +73.6% | +44.3% | +85.6% |
| All | +55.0% | +317.2% | -262.2% | +29.8% |
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