-5.5%
DDOG vs CCI
-36.7%
+31.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -19.1% | +3.2% | -22.3% | -20.0% |
| 30D | -39.2% | +12.2% | -51.4% | -41.2% |
| 3M | -31.6% | +23.1% | -54.7% | -35.7% |
| 6M | -10.9% | +1.3% | -12.1% | -12.1% |
| YTD | +31.2% | +4.5% | +26.7% | +27.4% |
| 1Y | -10.7% | +2.3% | -13.0% | -12.7% |
| 3Y | +72.1% | +9.8% | +62.3% | +50.6% |
| 5Y | -5.5% | -36.5% | +31.0% | +17.3% |
| All | -5.5% | -36.7% | +31.2% | +17.3% |
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