-11.2%
DDOG vs CEG
-12.2%
+0.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.5% | -10.1% | -0.3% |
| 7D | -16.9% | +7.3% | -24.2% | -17.2% |
| 30D | -38.8% | -7.4% | -31.4% | -40.1% |
| 3M | -23.2% | +2.5% | -25.7% | -23.2% |
| All | -11.2% | -12.2% | +0.9% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling