+55.0%
DDOG vs CLS
+3,233.5%
-3,178.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -10.1% | +4.6% | -14.7% | -11.3% |
| 30D | -24.8% | -13.9% | -10.9% | -21.5% |
| 3M | -12.6% | -26.6% | +14.0% | -6.2% |
| 6M | +79.9% | +15.4% | +64.5% | +63.3% |
| YTD | +56.6% | +5.7% | +50.9% | +43.5% |
| 1Y | +61.6% | +41.1% | +20.5% | +28.9% |
| 3Y | +117.9% | +1,228.6% | -1,110.7% | -50.0% |
| All | +55.0% | +3,233.5% | -3,178.5% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling