+490.5%
DDOG vs CLBK
+60.9%
+429.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | -10.2% | +4.5% | -14.7% | -11.0% |
| 3M | -2.6% | +22.8% | -25.4% | -6.9% |
| 6M | +80.1% | +43.4% | +36.7% | +66.2% |
| YTD | +63.0% | +64.1% | -1.1% | +45.9% |
| 1Y | +59.4% | +67.6% | -8.2% | +41.4% |
| 3Y | +127.0% | +53.3% | +73.8% | +102.1% |
| 5Y | +61.7% | +44.8% | +16.8% | +43.1% |
| All | +490.5% | +60.9% | +429.6% | +335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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