+459.9%
DDOG vs CNH
+62.2%
+397.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.1% |
| 7D | -6.1% | +8.8% | -14.9% | -8.0% |
| 30D | -10.1% | +24.7% | -34.8% | -15.0% |
| 3M | -9.3% | +27.3% | -36.6% | -15.1% |
| 6M | +67.2% | +23.2% | +44.0% | +55.8% |
| YTD | +54.6% | +48.9% | +5.7% | +35.3% |
| 1Y | +54.1% | +19.4% | +34.7% | +43.2% |
| 3Y | +115.3% | +7.8% | +107.5% | +101.4% |
| 5Y | +50.6% | +8.7% | +41.9% | +39.8% |
| All | +459.9% | +62.2% | +397.7% | +381.0% |
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