+125.1%
DDOG vs CRL
+86.4%
+38.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | +0.6% |
| 7D | -23.9% | -6.1% | -17.8% | -22.6% |
| 30D | -34.0% | +12.4% | -46.4% | -35.2% |
| 3M | -21.9% | +27.1% | -49.0% | -25.5% |
| 6M | +24.6% | +85.7% | -61.1% | +8.3% |
| YTD | +31.7% | +69.2% | -37.5% | +16.6% |
| 1Y | -6.2% | +97.5% | -103.7% | -19.7% |
| 3Y | +125.1% | +86.1% | +39.0% | +76.4% |
| All | +125.1% | +86.4% | +38.7% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling