+365.0%
DDOG vs CVE
+213.8%
+151.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.7% | -7.1% |
| 7D | -34.3% | -14.1% | -20.3% | -32.8% |
| 30D | -37.2% | -11.6% | -25.6% | -36.0% |
| 3M | -38.3% | 0.0% | -38.4% | -38.3% |
| 6M | +19.8% | -8.4% | +28.2% | +21.0% |
| YTD | +28.4% | +65.9% | -37.5% | +18.3% |
| 1Y | +12.7% | +69.4% | -56.8% | +3.5% |
| 3Y | +112.8% | +55.9% | +56.9% | +94.6% |
| 5Y | -5.9% | +146.2% | -152.0% | -19.2% |
| All | +365.0% | +213.8% | +151.2% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling