+375.1%
DDOG vs CCL
-34.3%
+409.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -19.1% | +5.8% | -24.9% | -20.3% |
| 30D | -39.2% | +17.3% | -56.4% | -41.4% |
| 3M | -31.6% | +11.3% | -42.9% | -33.6% |
| 6M | -10.9% | +18.5% | -29.3% | -15.1% |
| YTD | +31.2% | +2.8% | +28.4% | +27.3% |
| 1Y | -10.7% | +16.7% | -27.4% | -15.9% |
| 3Y | +72.1% | +146.0% | -73.9% | +35.5% |
| 5Y | -5.5% | +33.6% | -39.2% | -23.5% |
| All | +375.1% | -34.3% | +409.4% | +355.2% |
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