+19.8%
DDOG vs CEG
-33.0%
+52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.7% | -7.7% | -14.4% |
| 7D | -32.2% | -4.8% | -27.4% | -32.2% |
| 30D | -31.7% | -8.2% | -23.5% | -31.6% |
| 3M | -34.5% | -7.9% | -26.6% | -34.4% |
| 6M | +28.7% | -23.2% | +51.9% | +28.0% |
| YTD | +38.8% | -30.1% | +68.9% | +35.3% |
| 1Y | +19.8% | -31.9% | +51.7% | +17.6% |
| All | +19.8% | -33.0% | +52.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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