+60.4%
DDOG vs CNP
+9.1%
+51.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +6.7% |
| 7D | +7.7% | +0.7% | +7.0% | +8.0% |
| 30D | -13.6% | -0.1% | -13.6% | -13.6% |
| 3M | -0.9% | -5.6% | +4.7% | -3.0% |
| 6M | +75.2% | -7.5% | +82.7% | +71.9% |
| YTD | +65.7% | +5.5% | +60.2% | +65.2% |
| 1Y | +60.4% | +8.3% | +52.0% | +61.2% |
| All | +60.4% | +9.1% | +51.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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