+499.9%
DDOG vs CRL
+104.7%
+395.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.5% |
| 7D | +7.7% | -4.6% | +12.3% | +10.0% |
| 30D | -13.6% | +0.5% | -14.1% | -14.2% |
| 3M | -0.9% | +46.6% | -47.5% | -18.6% |
| 6M | +75.2% | +57.3% | +18.0% | +36.4% |
| YTD | +65.7% | +39.5% | +26.1% | +36.4% |
| 1Y | +60.4% | +76.9% | -16.5% | +16.1% |
| 3Y | +130.7% | +39.4% | +91.3% | +67.3% |
| 5Y | +59.9% | -37.2% | +97.0% | +90.1% |
| All | +499.9% | +104.7% | +395.2% | +181.1% |
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