+72.1%
DDOG vs CEG
+703.5%
-631.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.5% |
| 7D | +7.7% | +1.3% | +6.3% | +7.3% |
| 30D | -13.6% | +8.8% | -22.5% | -15.2% |
| 3M | -0.9% | +17.0% | -17.9% | -4.5% |
| 6M | +75.2% | -8.7% | +83.9% | +75.8% |
| YTD | +65.7% | -16.4% | +82.1% | +68.8% |
| 1Y | +60.4% | -1.8% | +62.1% | +55.5% |
| 3Y | +130.7% | +175.8% | -45.1% | +51.2% |
| All | +72.1% | +703.5% | -631.4% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling