+64.3%
DDOG vs CNC
+3.0%
+61.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.2% |
| 7D | +7.7% | -4.9% | +12.5% | +8.0% |
| 30D | -13.6% | -3.8% | -9.8% | -13.4% |
| 3M | -0.9% | -3.2% | +2.3% | -0.7% |
| 6M | +75.2% | +47.9% | +27.3% | +70.9% |
| YTD | +65.7% | +55.7% | +10.0% | +60.8% |
| 1Y | +60.4% | +106.2% | -45.9% | +53.0% |
| 3Y | +130.7% | -2.1% | +132.7% | +126.0% |
| All | +64.3% | +3.0% | +61.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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