+391.2%
DDOG vs CL
+63.8%
+327.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | -34.9% | +9.5% | -44.4% | -35.8% |
| 3M | -23.4% | +6.6% | -30.1% | -24.2% |
| 6M | -7.7% | +13.2% | -21.0% | -9.6% |
| YTD | +35.6% | +26.9% | +8.8% | +28.5% |
| 1Y | -3.4% | +27.6% | -31.0% | -8.7% |
| 3Y | +78.0% | +39.1% | +38.8% | +55.7% |
| 5Y | -4.4% | +41.3% | -45.7% | -18.5% |
| All | +391.2% | +63.8% | +327.5% | +263.1% |
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