+365.0%
DDOG vs CL
+65.1%
+299.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.5% |
| 7D | -34.3% | +5.9% | -40.3% | -34.7% |
| 30D | -37.2% | +13.8% | -51.0% | -38.4% |
| 3M | -38.3% | +6.4% | -44.7% | -38.9% |
| 6M | +19.8% | +15.6% | +4.2% | +16.9% |
| YTD | +28.4% | +27.9% | +0.5% | +21.6% |
| 1Y | +12.7% | +31.4% | -18.7% | +5.8% |
| 3Y | +112.8% | +41.4% | +71.4% | +85.4% |
| 5Y | -5.9% | +42.8% | -48.7% | -19.9% |
| All | +365.0% | +65.1% | +299.9% | +243.5% |
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