+467.1%
DDOG vs CL
+47.7%
+419.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -10.1% | -2.2% | -8.0% | -9.9% |
| 30D | -24.8% | -4.8% | -20.0% | -24.2% |
| 3M | -12.6% | +4.9% | -17.5% | -13.3% |
| 6M | +79.9% | -5.7% | +85.7% | +81.3% |
| YTD | +56.6% | +14.4% | +42.2% | +50.7% |
| 1Y | +61.6% | +8.7% | +52.8% | +57.2% |
| 3Y | +117.9% | +30.0% | +87.9% | +90.5% |
| 5Y | +54.2% | +28.4% | +25.9% | +33.0% |
| All | +467.1% | +47.7% | +419.4% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling