+467.1%
DDOG vs CCL
-50.0%
+517.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | -5.0% | -5.1% | -9.2% |
| 30D | -24.8% | -20.3% | -4.5% | -21.1% |
| 3M | -12.6% | -15.1% | +2.6% | -9.8% |
| 6M | +79.9% | -15.1% | +95.1% | +83.5% |
| YTD | +56.6% | -21.8% | +78.4% | +62.1% |
| 1Y | +61.6% | -24.8% | +86.4% | +67.7% |
| 3Y | +117.9% | +51.9% | +66.0% | +90.5% |
| 5Y | +54.2% | +4.0% | +50.2% | +32.9% |
| All | +467.1% | -50.0% | +517.1% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling