+115.3%
DDOG vs CLX
-34.1%
+149.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.4% |
| 7D | -6.1% | -3.5% | -2.5% | -6.4% |
| 30D | -10.1% | -11.9% | +1.7% | -11.4% |
| 3M | -9.3% | -2.6% | -6.6% | -9.2% |
| 6M | +67.2% | -18.2% | +85.3% | +64.4% |
| YTD | +54.6% | -5.9% | +60.5% | +52.9% |
| 1Y | +54.1% | -23.8% | +77.9% | +53.5% |
| 3Y | +115.3% | -33.6% | +148.8% | +116.3% |
| All | +115.3% | -34.1% | +149.4% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling