+115.3%
DDOG vs CVS
+64.7%
+50.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -6.1% | -1.6% | -4.5% | -6.1% |
| 30D | -10.1% | +0.4% | -10.5% | -10.1% |
| 3M | -9.3% | -0.4% | -8.8% | -9.2% |
| 6M | +67.2% | +25.1% | +42.0% | +68.4% |
| YTD | +54.6% | +23.9% | +30.7% | +55.7% |
| 1Y | +54.1% | +41.1% | +13.0% | +55.5% |
| 3Y | +115.3% | +63.6% | +51.7% | +115.7% |
| All | +115.3% | +64.7% | +50.6% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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