+50.6%
DDOG vs CCL
0.0%
+50.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.8% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -10.1% | -20.0% | +9.8% | -2.7% |
| 3M | -9.3% | -13.7% | +4.4% | -4.9% |
| 6M | +67.2% | -9.0% | +76.2% | +67.8% |
| YTD | +54.6% | -22.8% | +77.4% | +64.4% |
| 1Y | +54.1% | -25.3% | +79.4% | +64.0% |
| 3Y | +115.3% | +54.1% | +61.2% | +58.8% |
| 5Y | +50.6% | +3.5% | +47.1% | +20.6% |
| All | +50.6% | 0.0% | +50.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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