+489.1%
DDOG vs CNI
+54.4%
+434.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | -8.2% | -2.7% | -5.5% | -6.9% |
| 3M | -5.6% | +3.9% | -9.5% | -7.7% |
| 6M | +73.5% | +16.4% | +57.2% | +57.7% |
| YTD | +62.7% | +25.8% | +36.9% | +40.0% |
| 1Y | +59.0% | +32.4% | +26.6% | +32.3% |
| 3Y | +117.1% | +19.1% | +98.1% | +87.6% |
| 5Y | +61.3% | +13.6% | +47.7% | +46.1% |
| All | +489.1% | +54.4% | +434.7% | +329.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling