+467.1%
DDOG vs CDNS
+333.2%
+133.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +2.2% |
| 7D | -10.1% | -14.0% | +3.9% | +0.8% |
| 30D | -24.8% | -13.2% | -11.6% | -16.5% |
| 3M | -12.6% | -28.9% | +16.3% | +11.7% |
| 6M | +79.9% | -4.2% | +84.1% | +81.5% |
| YTD | +56.6% | -6.4% | +62.9% | +60.3% |
| 1Y | +61.6% | -16.2% | +77.8% | +78.5% |
| 3Y | +117.9% | +20.2% | +97.7% | +65.4% |
| 5Y | +54.2% | +76.6% | -22.4% | -14.6% |
| All | +467.1% | +333.2% | +133.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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