+390.4%
DDOG vs CVS
+77.4%
+313.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +6.6% | -3.7% | +1.9% |
| 30D | -31.6% | -0.4% | -31.2% | -31.5% |
| 3M | -27.0% | -5.3% | -21.7% | -26.5% |
| 6M | -10.3% | -7.7% | -2.6% | -9.4% |
| YTD | +35.4% | +16.0% | +19.4% | +32.0% |
| 1Y | -1.0% | +16.2% | -17.2% | -3.5% |
| 3Y | +76.7% | +47.6% | +29.1% | +62.7% |
| 5Y | -4.6% | +12.3% | -16.9% | -5.3% |
| All | +390.4% | +77.4% | +313.0% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling