+391.0%
DDOG vs CL
+63.0%
+328.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -35.8% | +9.5% | -45.4% | -36.7% |
| 3M | -25.3% | +6.8% | -32.1% | -26.0% |
| 6M | -8.9% | +14.3% | -23.1% | -10.9% |
| YTD | +35.6% | +26.3% | +9.3% | +28.6% |
| 1Y | -6.8% | +25.6% | -32.4% | -11.6% |
| 3Y | +77.9% | +38.5% | +39.4% | +55.7% |
| 5Y | -3.1% | +40.7% | -43.8% | -17.3% |
| All | +391.0% | +63.0% | +328.0% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling