-1.0%
DDOG vs CPNG
-47.2%
+46.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.9% | -6.8% | +9.6% | +3.4% |
| 30D | -31.6% | +5.5% | -37.1% | -32.2% |
| 3M | -27.0% | -6.8% | -20.2% | -26.3% |
| 6M | -10.3% | -4.8% | -5.5% | -10.3% |
| YTD | +35.4% | -35.6% | +71.0% | +50.8% |
| 1Y | -1.0% | -46.8% | +45.8% | +21.9% |
| All | -1.0% | -47.2% | +46.3% | +21.9% |
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 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