-10.1%
DDOG vs CLF
+14.6%
-24.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.7% | -0.3% |
| 7D | -16.9% | -14.1% | -2.8% | -15.9% |
| 30D | -38.8% | -5.5% | -33.2% | -38.3% |
| 3M | -23.2% | 0.0% | -23.2% | -22.6% |
| 6M | -10.3% | +11.3% | -21.5% | -7.8% |
| YTD | +32.1% | -7.7% | +39.8% | +30.9% |
| All | -10.1% | +14.6% | -24.6% | -15.5% |
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