+467.1%
DDOG vs CRL
+112.2%
+354.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -10.1% | -1.0% | -9.1% | -9.8% |
| 30D | -24.8% | +10.7% | -35.5% | -28.6% |
| 3M | -12.6% | +55.3% | -67.9% | -30.1% |
| 6M | +79.9% | +60.7% | +19.3% | +38.7% |
| YTD | +56.6% | +44.6% | +12.0% | +26.9% |
| 1Y | +61.6% | +77.7% | -16.2% | +16.9% |
| 3Y | +117.9% | +37.6% | +80.2% | +60.6% |
| 5Y | +54.2% | -35.8% | +90.1% | +82.1% |
| All | +467.1% | +112.2% | +354.8% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling