+467.1%
DDOG vs CCI
-27.7%
+494.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -10.1% | -0.4% | -9.7% | -10.0% |
| 30D | -24.8% | +2.7% | -27.5% | -25.6% |
| 3M | -12.6% | -18.2% | +5.6% | -7.0% |
| 6M | +79.9% | -14.8% | +94.7% | +87.8% |
| YTD | +56.6% | -12.6% | +69.2% | +61.2% |
| 1Y | +61.6% | -16.7% | +78.3% | +68.8% |
| 3Y | +117.9% | -10.5% | +128.4% | +108.8% |
| 5Y | +54.2% | -51.4% | +105.6% | +101.2% |
| All | +467.1% | -27.7% | +494.8% | +558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling