+64.3%
DDOG vs CLBK
+41.1%
+23.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.4% |
| 7D | +7.7% | -1.5% | +9.1% | +8.0% |
| 30D | -13.6% | +6.7% | -20.3% | -14.9% |
| 3M | -0.9% | +21.2% | -22.1% | -5.3% |
| 6M | +75.2% | +42.0% | +33.3% | +61.1% |
| YTD | +65.7% | +63.3% | +2.4% | +47.1% |
| 1Y | +60.4% | +65.4% | -5.0% | +41.4% |
| 3Y | +130.7% | +52.5% | +78.2% | +103.4% |
| All | +64.3% | +41.1% | +23.1% | +46.1% |
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