-6.8%
DDOG vs CLF
+27.9%
-34.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.2% |
| 7D | -2.3% | +2.3% | -4.6% | -2.5% |
| 30D | -35.8% | +1.9% | -37.8% | -35.8% |
| 3M | -25.3% | +5.9% | -31.2% | -25.2% |
| 6M | -8.9% | +16.9% | -25.8% | -7.0% |
| YTD | +35.6% | -1.1% | +36.6% | +33.5% |
| 1Y | -6.8% | +28.8% | -35.6% | -13.5% |
| All | -6.8% | +27.9% | -34.8% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling