+156.5%
DDOG vs CPNG
-76.2%
+232.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.3% |
| 7D | +3.9% | -1.1% | +5.0% | +4.3% |
| 30D | -8.2% | -7.4% | -0.8% | -6.0% |
| 3M | -5.6% | -12.3% | +6.8% | -2.1% |
| 6M | +73.5% | -19.4% | +93.0% | +82.0% |
| YTD | +62.7% | -35.9% | +98.6% | +85.8% |
| 1Y | +59.0% | -53.4% | +112.4% | +105.0% |
| 3Y | +117.1% | -20.0% | +137.1% | +113.3% |
| 5Y | +61.3% | -49.6% | +110.9% | +65.2% |
| All | +156.5% | -76.2% | +232.7% | +197.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling