+376.8%
DDOG vs CLF
+51.6%
+325.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.2% |
| 7D | -23.9% | -19.6% | -4.3% | -20.8% |
| 30D | -34.0% | -5.0% | -29.0% | -33.3% |
| 3M | -21.9% | -6.3% | -15.6% | -21.2% |
| 6M | +24.6% | +2.8% | +21.8% | +22.3% |
| YTD | +31.7% | -13.7% | +45.4% | +31.1% |
| 1Y | -6.2% | +13.6% | -19.8% | -11.6% |
| 3Y | +125.1% | -34.0% | +159.1% | +120.2% |
| 5Y | -3.5% | -48.7% | +45.3% | -3.2% |
| All | +376.8% | +51.6% | +325.2% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling