+72.1%
DDOG vs CL
+39.6%
+32.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.6% |
| 7D | -19.1% | +2.6% | -21.7% | -17.9% |
| 30D | -39.2% | +11.8% | -50.9% | -36.0% |
| 3M | -31.6% | +5.9% | -37.5% | -29.2% |
| 6M | -10.9% | +13.3% | -24.2% | -5.4% |
| YTD | +31.2% | +27.1% | +4.1% | +44.1% |
| 1Y | -10.7% | +28.0% | -38.7% | -1.6% |
| 3Y | +72.1% | +39.4% | +32.7% | +76.9% |
| All | +72.1% | +39.6% | +32.5% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling