-3.6%
DDOG vs CLF
-42.8%
+39.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.5% |
| 7D | +2.9% | +10.4% | -7.5% | +0.8% |
| 30D | -31.6% | +0.6% | -32.2% | -31.7% |
| 3M | -27.0% | +4.1% | -31.1% | -27.8% |
| 6M | -10.3% | +15.1% | -25.4% | -13.8% |
| YTD | +35.4% | -4.7% | +40.2% | +32.2% |
| 1Y | -1.0% | +20.4% | -21.3% | -8.5% |
| 3Y | +76.7% | -23.4% | +100.0% | +68.2% |
| All | -3.6% | -42.8% | +39.2% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling