+54.1%
DDOG vs CNH
+20.6%
+33.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -3.0% |
| 7D | -6.1% | +8.8% | -14.9% | -3.0% |
| 30D | -10.1% | +24.7% | -34.8% | -2.8% |
| 3M | -9.3% | +27.3% | -36.6% | -1.0% |
| 6M | +67.2% | +23.2% | +44.0% | +81.5% |
| YTD | +54.6% | +48.9% | +5.7% | +77.1% |
| 1Y | +54.1% | +19.4% | +34.7% | +63.5% |
| All | +54.1% | +20.6% | +33.5% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling