+146.9%
DDOG vs CPNG
-75.9%
+222.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | -10.1% | -7.4% | -2.7% | -7.6% |
| 30D | -24.8% | -4.4% | -20.4% | -24.1% |
| 3M | -12.6% | -7.5% | -5.1% | -11.6% |
| 6M | +79.9% | -19.9% | +99.9% | +89.2% |
| YTD | +56.6% | -35.2% | +91.8% | +78.2% |
| 1Y | +61.6% | -46.8% | +108.4% | +97.3% |
| 3Y | +117.9% | -20.2% | +138.0% | +114.5% |
| 5Y | +54.2% | -48.4% | +102.7% | +56.6% |
| All | +146.9% | -75.9% | +222.8% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling