+19.8%
DDOG vs CNI
+37.5%
-17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.1% | -16.5% | -13.4% |
| 7D | -32.2% | +3.7% | -36.0% | -30.9% |
| 30D | -31.7% | +8.1% | -39.8% | -29.2% |
| 3M | -34.5% | +1.9% | -36.4% | -33.6% |
| 6M | +28.7% | +19.2% | +9.5% | +41.2% |
| YTD | +38.8% | +32.7% | +6.1% | +59.1% |
| 1Y | +19.8% | +37.0% | -17.2% | +39.9% |
| All | +19.8% | +37.5% | -17.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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