-3.1%
DDOG vs CVS
+14.2%
-17.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | -2.3% | +12.0% | -14.3% | -3.4% |
| 30D | -35.8% | +2.8% | -38.6% | -35.8% |
| 3M | -25.3% | -3.6% | -21.7% | -25.0% |
| 6M | -8.9% | -1.6% | -7.2% | -8.7% |
| YTD | +35.6% | +16.3% | +19.3% | +33.7% |
| 1Y | -6.8% | +15.5% | -22.3% | -8.1% |
| 3Y | +77.9% | +48.1% | +29.8% | +68.9% |
| 5Y | -3.1% | +12.3% | -15.4% | +4.5% |
| All | -3.1% | +14.2% | -17.3% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling