+50.6%
DDOG vs CRL
-37.4%
+88.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.2% |
| 7D | -6.1% | -0.6% | -5.5% | -6.0% |
| 30D | -10.1% | +5.0% | -15.1% | -12.1% |
| 3M | -9.3% | +50.6% | -59.8% | -24.6% |
| 6M | +67.2% | +60.9% | +6.3% | +32.9% |
| YTD | +54.6% | +40.7% | +13.8% | +30.1% |
| 1Y | +54.1% | +73.3% | -19.2% | +17.2% |
| 3Y | +115.3% | +40.6% | +74.7% | +61.6% |
| 5Y | +50.6% | -37.0% | +87.6% | +88.5% |
| All | +50.6% | -37.4% | +88.0% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling