+50.6%
DDOG vs CCI
-50.2%
+100.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -9.3% | -16.3% | +7.0% | -5.0% |
| 6M | +67.2% | -13.9% | +81.1% | +73.0% |
| YTD | +54.6% | -12.4% | +67.0% | +58.4% |
| 1Y | +54.1% | -15.2% | +69.3% | +59.1% |
| 3Y | +115.3% | -9.9% | +125.1% | +101.1% |
| 5Y | +50.6% | -50.8% | +101.5% | +122.5% |
| All | +50.6% | -50.2% | +100.8% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling