+76.9%
DDOG vs CLX
-7.5%
+84.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | +0.4% |
| 7D | +5.6% | +8.5% | -2.9% | +7.8% |
| 30D | -34.9% | +30.0% | -64.9% | -30.5% |
| 3M | -23.4% | +3.8% | -27.2% | -21.8% |
| 6M | -7.7% | +24.6% | -32.4% | -1.4% |
| YTD | +35.6% | +12.8% | +22.9% | +41.1% |
| 1Y | -3.4% | +8.6% | -12.0% | +0.1% |
| All | +76.9% | -7.5% | +84.4% | +76.7% |
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