+467.1%
DDOG vs CLS
+4,232.2%
-3,765.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.7% |
| 3M | -12.6% | -26.6% | +14.0% | -6.5% |
| 6M | +79.9% | +15.4% | +64.5% | +64.8% |
| YTD | +56.6% | +5.7% | +50.9% | +44.7% |
| 1Y | +61.6% | +41.1% | +20.5% | +32.5% |
| 3Y | +117.9% | +1,228.6% | -1,110.7% | -28.6% |
| 5Y | +54.2% | +3,240.6% | -3,186.4% | -63.6% |
| All | +467.1% | +4,232.2% | -3,765.1% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling