-3.4%
DDOG vs CNH
+21.1%
-24.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | -1.0% |
| 7D | +5.6% | +6.4% | -0.8% | +7.5% |
| 30D | -34.9% | -1.6% | -33.3% | -34.9% |
| 3M | -23.4% | +11.6% | -35.0% | -19.7% |
| 6M | -7.7% | +12.5% | -20.3% | -1.8% |
| YTD | +35.6% | +31.1% | +4.6% | +37.6% |
| 1Y | -3.4% | +17.0% | -20.4% | +0.8% |
| All | -3.4% | +21.1% | -24.5% | +0.8% |
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