-31.9%
CEG vs EXPD
+53.8%
-85.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.9% |
| 7D | -4.8% | +0.3% | -5.1% | -4.7% |
| 30D | -8.2% | +1.8% | -10.0% | -7.9% |
| 3M | -7.9% | +8.9% | -16.8% | -7.1% |
| 6M | -23.2% | +42.2% | -65.5% | -21.3% |
| YTD | -30.1% | +33.4% | -63.5% | -30.7% |
| 1Y | -31.9% | +47.2% | -79.1% | -34.5% |
| All | -31.9% | +53.8% | -85.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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