+390.4%
DDOG vs CNH
+42.0%
+348.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +3.0% | -0.2% | +2.1% |
| 30D | -31.6% | -0.6% | -31.0% | -31.7% |
| 3M | -27.0% | +14.6% | -41.6% | -30.0% |
| 6M | -10.3% | +11.8% | -22.1% | -14.6% |
| YTD | +35.4% | +30.4% | +5.0% | +21.3% |
| 1Y | -1.0% | +19.1% | -20.0% | -9.0% |
| 3Y | +76.7% | +30.2% | +46.5% | +53.6% |
| 5Y | -4.6% | -17.8% | +13.2% | -6.2% |
| All | +390.4% | +42.0% | +348.4% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling