+467.1%
DDOG vs CNC
+45.0%
+422.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -10.1% | +3.5% | -13.7% | -10.6% |
| 30D | -24.8% | +0.1% | -24.9% | -24.8% |
| 3M | -12.6% | +6.9% | -19.5% | -13.4% |
| 6M | +79.9% | +49.0% | +30.9% | +70.5% |
| YTD | +56.6% | +62.9% | -6.3% | +46.4% |
| 1Y | +61.6% | +134.0% | -72.4% | +43.3% |
| 3Y | +117.9% | +9.4% | +108.5% | +105.5% |
| 5Y | +54.2% | +4.1% | +50.1% | +46.7% |
| All | +467.1% | +45.0% | +422.1% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling