+390.4%
DDOG vs CRL
+148.6%
+241.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | +2.9% | +0.1% | +2.7% | +2.7% |
| 30D | -31.6% | +11.9% | -43.5% | -34.7% |
| 3M | -27.0% | +20.2% | -47.1% | -33.0% |
| 6M | -10.3% | +107.5% | -117.8% | -37.7% |
| YTD | +35.4% | +69.4% | -34.0% | +2.3% |
| 1Y | -1.0% | +99.7% | -100.7% | -31.4% |
| 3Y | +76.7% | +98.8% | -22.1% | +5.4% |
| 5Y | -4.6% | -12.4% | +7.8% | -3.7% |
| All | +390.4% | +148.6% | +241.8% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling