+467.1%
DDOG vs CNP
+59.7%
+407.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -10.1% | +1.1% | -11.2% | -10.4% |
| 30D | -24.8% | -1.8% | -23.0% | -24.5% |
| 3M | -12.6% | -4.6% | -7.9% | -11.8% |
| 6M | +79.9% | -8.8% | +88.8% | +83.5% |
| YTD | +56.6% | +5.2% | +51.3% | +52.7% |
| 1Y | +61.6% | +8.3% | +53.3% | +55.9% |
| 3Y | +117.9% | +54.9% | +63.0% | +83.7% |
| 5Y | +54.2% | +73.5% | -19.3% | +24.6% |
| All | +467.1% | +59.7% | +407.4% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling