-33.7%
CEG vs DOCN
+56.0%
-89.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.9% | +13.4% | -1.1% |
| 7D | -9.4% | -29.3% | +19.9% | -7.0% |
| 30D | -20.2% | -46.0% | +25.8% | -16.6% |
| 3M | -9.5% | -43.2% | +33.7% | -5.9% |
| 6M | -25.0% | -53.7% | +28.7% | -21.7% |
| YTD | -31.9% | +46.9% | -78.8% | -37.5% |
| 1Y | -33.7% | +54.3% | -88.0% | -40.8% |
| All | -33.7% | +56.0% | -89.7% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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