+490.5%
DDOG vs CLX
-29.0%
+519.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | +3.2% | -5.9% | +9.1% | +3.5% |
| 30D | -10.2% | -17.0% | +6.9% | -9.5% |
| 3M | -2.6% | -9.6% | +7.0% | -2.2% |
| 6M | +80.1% | -21.5% | +101.7% | +82.2% |
| YTD | +63.0% | -8.8% | +71.9% | +62.6% |
| 1Y | +59.4% | -24.7% | +84.0% | +61.8% |
| 3Y | +127.0% | -35.6% | +162.7% | +132.2% |
| 5Y | +61.7% | -37.6% | +99.3% | +61.9% |
| All | +490.5% | -29.0% | +519.5% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling