+459.9%
DDOG vs CLF
+62.6%
+397.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -6.1% | +6.5% | -12.6% | -7.2% |
| 30D | -10.1% | +0.2% | -10.4% | -10.3% |
| 3M | -9.3% | -3.1% | -6.2% | -9.5% |
| 6M | +67.2% | +25.0% | +42.2% | +58.2% |
| YTD | +54.6% | -7.5% | +62.0% | +52.2% |
| 1Y | +54.1% | +11.5% | +42.6% | +43.9% |
| 3Y | +115.3% | -13.7% | +129.0% | +99.2% |
| 5Y | +50.6% | -47.0% | +97.6% | +49.7% |
| All | +459.9% | +62.6% | +397.3% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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