+467.1%
DDOG vs CNH
+71.7%
+395.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.7% |
| 7D | -10.1% | +23.3% | -33.4% | -14.4% |
| 30D | -24.8% | +33.5% | -58.3% | -29.9% |
| 3M | -12.6% | +32.7% | -45.3% | -18.9% |
| 6M | +79.9% | +22.2% | +57.8% | +68.6% |
| YTD | +56.6% | +57.7% | -1.1% | +35.5% |
| 1Y | +61.6% | +28.0% | +33.6% | +47.9% |
| 3Y | +117.9% | +11.5% | +106.3% | +103.0% |
| 5Y | +54.2% | +11.9% | +42.4% | +42.4% |
| All | +467.1% | +71.7% | +395.3% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling