+459.9%
DDOG vs CNI
+55.0%
+404.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -6.1% | +2.5% | -8.6% | -7.3% |
| 30D | -10.1% | -2.5% | -7.6% | -9.0% |
| 3M | -9.3% | +2.7% | -12.0% | -10.8% |
| 6M | +67.2% | +16.9% | +50.2% | +51.6% |
| YTD | +54.6% | +26.3% | +28.3% | +32.8% |
| 1Y | +54.1% | +31.1% | +23.0% | +29.0% |
| 3Y | +115.3% | +21.1% | +94.2% | +84.1% |
| 5Y | +50.6% | +11.0% | +39.6% | +38.0% |
| All | +459.9% | +55.0% | +404.8% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling