+72.1%
DDOG vs CCI
+8.8%
+63.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | -19.1% | +3.2% | -22.3% | -19.0% |
| 30D | -39.2% | +12.2% | -51.4% | -39.0% |
| 3M | -31.6% | +23.1% | -54.7% | -31.6% |
| 6M | -10.9% | +1.3% | -12.1% | -11.5% |
| YTD | +31.2% | +4.5% | +26.7% | +30.2% |
| 1Y | -10.7% | +2.3% | -13.0% | -11.6% |
| 3Y | +72.1% | +9.8% | +62.3% | +58.0% |
| All | +72.1% | +8.8% | +63.3% | +58.0% |
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