+61.6%
DDOG vs CPNG
-45.9%
+107.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -10.1% | -7.4% | -2.7% | -9.3% |
| 30D | -24.8% | -4.4% | -20.4% | -24.5% |
| 3M | -12.6% | -7.5% | -5.1% | -12.0% |
| 6M | +79.9% | -19.9% | +99.9% | +85.4% |
| YTD | +56.6% | -35.2% | +91.8% | +67.9% |
| 1Y | +61.6% | -46.8% | +108.4% | +73.4% |
| All | +61.6% | -45.9% | +107.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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