-6.2%
DDOG vs CL
+29.1%
-35.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +0.9% |
| 7D | -23.9% | +1.3% | -25.2% | -22.7% |
| 30D | -34.0% | +11.4% | -45.4% | -29.1% |
| 3M | -21.9% | +4.4% | -26.3% | -18.7% |
| 6M | +24.6% | +10.8% | +13.8% | +34.9% |
| YTD | +31.7% | +25.1% | +6.5% | +52.2% |
| 1Y | -6.2% | +28.0% | -34.1% | +9.3% |
| All | -6.2% | +29.1% | -35.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling