+391.2%
DDOG vs CLF
+72.9%
+318.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +5.6% | +16.0% | -10.3% | +2.9% |
| 30D | -34.9% | +1.6% | -36.5% | -35.1% |
| 3M | -23.4% | +6.7% | -30.1% | -24.6% |
| 6M | -7.7% | +21.1% | -28.9% | -11.9% |
| YTD | +35.6% | -1.6% | +37.2% | +31.8% |
| 1Y | -3.4% | +18.5% | -21.9% | -9.5% |
| 3Y | +78.0% | -21.0% | +99.0% | +68.5% |
| 5Y | -4.4% | -41.4% | +37.0% | -6.4% |
| All | +391.2% | +72.9% | +318.3% | +261.7% |
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