+125.1%
DDOG vs CLS
+703.9%
-578.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -23.9% | -22.2% | -1.7% | -19.6% |
| 30D | -34.0% | -44.4% | +10.4% | -25.8% |
| 3M | -21.9% | -34.3% | +12.4% | -15.4% |
| 6M | +24.6% | -50.1% | +74.6% | +40.3% |
| YTD | +31.7% | -30.1% | +61.7% | +35.6% |
| 1Y | -6.2% | -39.3% | +33.2% | -1.1% |
| 3Y | +125.1% | +732.7% | -607.6% | +6.4% |
| All | +125.1% | +703.9% | -578.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling