+467.1%
DDOG vs CLBK
+63.1%
+403.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | +1.2% | -11.4% | -10.4% |
| 30D | -24.8% | +9.1% | -33.9% | -26.2% |
| 3M | -12.6% | +27.7% | -40.3% | -17.2% |
| 6M | +79.9% | +40.8% | +39.1% | +66.7% |
| YTD | +56.6% | +66.4% | -9.8% | +39.7% |
| 1Y | +61.6% | +72.4% | -10.8% | +42.5% |
| 3Y | +117.9% | +50.7% | +67.2% | +94.6% |
| 5Y | +54.2% | +42.9% | +11.3% | +36.8% |
| All | +467.1% | +63.1% | +403.9% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling