+376.8%
DDOG vs CL
+61.5%
+315.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.7% |
| 7D | -23.9% | +1.3% | -25.2% | -24.1% |
| 30D | -34.0% | +11.4% | -45.4% | -35.1% |
| 3M | -21.9% | +4.4% | -26.3% | -22.5% |
| 6M | +24.6% | +10.8% | +13.8% | +22.3% |
| YTD | +31.7% | +25.1% | +6.5% | +24.9% |
| 1Y | -6.2% | +28.0% | -34.1% | -11.6% |
| 3Y | +125.1% | +37.6% | +87.5% | +96.9% |
| 5Y | -3.5% | +39.7% | -43.2% | -17.7% |
| All | +376.8% | +61.5% | +315.3% | +252.8% |
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