+54.1%
DDOG vs CLS
+33.9%
+20.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.6% | -6.9% | -1.9% |
| 7D | -6.1% | +12.8% | -18.9% | -7.5% |
| 30D | -10.1% | +3.8% | -14.0% | -10.8% |
| 3M | -9.3% | -14.6% | +5.4% | -8.1% |
| 6M | +67.2% | +32.2% | +34.9% | +61.4% |
| YTD | +54.6% | +11.6% | +43.0% | +51.5% |
| 1Y | +54.1% | +35.1% | +19.0% | +41.1% |
| All | +54.1% | +33.9% | +20.2% | +41.1% |
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