+113.5%
DDOG vs CPNG
-76.1%
+189.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +2.9% | -6.8% | +9.6% | +5.3% |
| 30D | -31.6% | +5.5% | -37.1% | -33.8% |
| 3M | -27.0% | -6.8% | -20.2% | -26.4% |
| 6M | -10.3% | -4.8% | -5.5% | -11.8% |
| YTD | +35.4% | -35.6% | +71.0% | +52.4% |
| 1Y | -1.0% | -46.8% | +45.8% | +19.9% |
| 3Y | +76.7% | -0.8% | +77.4% | +56.1% |
| 5Y | -4.6% | -42.9% | +38.3% | -5.6% |
| All | +113.5% | -76.1% | +189.6% | +144.3% |
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 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