-3.1%
DDOG vs CLBK
+27.8%
-30.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -2.3% | +2.2% | -4.5% | -2.7% |
| 30D | -35.8% | +5.0% | -40.8% | -36.5% |
| 3M | -25.3% | +3.3% | -28.5% | -26.0% |
| 6M | -8.9% | +29.6% | -38.5% | -14.5% |
| YTD | +35.6% | +62.1% | -26.5% | +20.4% |
| 1Y | -6.8% | +64.3% | -71.2% | -17.7% |
| 3Y | +77.9% | +55.6% | +22.3% | +55.8% |
| 5Y | -3.1% | +29.3% | -32.4% | -15.6% |
| All | -3.1% | +27.8% | -30.9% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling