+115.3%
DDOG vs CLBK
+55.4%
+59.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -6.1% | +1.1% | -7.2% | -6.3% |
| 30D | -10.1% | +7.8% | -17.9% | -11.6% |
| 3M | -9.3% | +23.9% | -33.1% | -13.7% |
| 6M | +67.2% | +42.3% | +24.9% | +53.8% |
| YTD | +54.6% | +65.4% | -10.8% | +37.0% |
| 1Y | +54.1% | +70.3% | -16.2% | +34.9% |
| 3Y | +115.3% | +54.5% | +60.8% | +89.5% |
| All | +115.3% | +55.4% | +59.9% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling