+61.6%
DDOG vs CLS
+47.9%
+13.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -10.1% | +4.6% | -14.7% | -10.7% |
| 30D | -24.8% | -13.9% | -10.9% | -23.5% |
| 3M | -12.6% | -26.6% | +14.0% | -10.2% |
| 6M | +79.9% | +15.4% | +64.5% | +75.8% |
| YTD | +56.6% | +5.7% | +50.9% | +54.1% |
| 1Y | +61.6% | +41.1% | +20.5% | +44.4% |
| All | +61.6% | +47.9% | +13.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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