+61.7%
DDOG vs CPNG
-51.9%
+113.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +3.2% | -5.4% | +8.7% | +5.4% |
| 30D | -10.2% | -11.1% | +0.9% | -6.5% |
| 3M | -2.6% | -3.0% | +0.4% | -3.2% |
| 6M | +80.1% | -23.5% | +103.7% | +93.2% |
| YTD | +63.0% | -37.8% | +100.9% | +89.6% |
| 1Y | +59.4% | -54.3% | +113.7% | +109.9% |
| 3Y | +127.0% | -20.8% | +147.8% | +122.1% |
| 5Y | +61.7% | -51.1% | +112.7% | +64.7% |
| All | +61.7% | -51.9% | +113.6% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling