+19.8%
DDOG vs CPNG
-45.7%
+65.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +12.0% | -26.4% | -14.8% |
| 7D | -32.2% | +20.8% | -53.1% | -33.1% |
| 30D | -31.7% | +20.1% | -51.8% | -32.4% |
| 3M | -34.5% | +1.6% | -36.1% | -34.0% |
| 6M | +28.7% | -15.8% | +44.5% | +34.0% |
| YTD | +38.8% | -27.7% | +66.5% | +43.6% |
| 1Y | +19.8% | -46.9% | +66.7% | +12.3% |
| All | +19.8% | -45.7% | +65.5% | +12.3% |
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