+19.8%
DDOG vs CRL
+85.3%
-65.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.3% | -7.2% | -12.2% |
| 7D | -32.2% | -12.8% | -19.5% | -29.2% |
| 30D | -31.7% | +5.0% | -36.7% | -31.5% |
| 3M | -34.5% | +39.4% | -73.9% | -38.5% |
| 6M | +28.7% | +89.4% | -60.7% | +9.5% |
| YTD | +38.8% | +63.6% | -24.8% | +27.9% |
| 1Y | +19.8% | +83.5% | -63.6% | +4.6% |
| All | +19.8% | +85.3% | -65.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling