+115.3%
DDOG vs CCI
-10.9%
+126.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -10.1% | +0.5% | -10.6% | -10.1% |
| 3M | -9.3% | -16.3% | +7.0% | -9.5% |
| 6M | +67.2% | -13.9% | +81.1% | +66.9% |
| YTD | +54.6% | -12.4% | +67.0% | +54.0% |
| 1Y | +54.1% | -15.2% | +69.3% | +53.4% |
| 3Y | +115.3% | -9.9% | +125.1% | +115.4% |
| All | +115.3% | -10.9% | +126.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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