+376.8%
DDOG vs CNH
+37.9%
+338.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +2.0% |
| 7D | -23.9% | -1.7% | -22.2% | -23.6% |
| 30D | -34.0% | -7.2% | -26.8% | -33.2% |
| 3M | -21.9% | +6.5% | -28.5% | -24.0% |
| 6M | +24.6% | +7.9% | +16.7% | +19.7% |
| YTD | +31.7% | +26.6% | +5.1% | +18.8% |
| 1Y | -6.2% | +13.8% | -19.9% | -12.9% |
| 3Y | +125.1% | +9.2% | +115.9% | +104.1% |
| 5Y | -3.5% | -15.6% | +12.1% | -5.6% |
| All | +376.8% | +37.9% | +338.9% | +322.1% |
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