+467.1%
DDOG vs CLX
-25.6%
+492.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.8% |
| 7D | -10.1% | -9.2% | -0.9% | -9.8% |
| 30D | -24.8% | -11.0% | -13.8% | -24.5% |
| 3M | -12.6% | +5.0% | -17.6% | -12.7% |
| 6M | +79.9% | -18.8% | +98.8% | +81.8% |
| YTD | +56.6% | -4.4% | +61.0% | +55.8% |
| 1Y | +61.6% | -21.9% | +83.4% | +64.0% |
| 3Y | +117.9% | -32.8% | +150.6% | +122.5% |
| 5Y | +54.2% | -34.6% | +88.8% | +54.1% |
| All | +467.1% | -25.6% | +492.6% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling