+579.5%
CEG vs EXPD
+69.8%
+509.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.2% |
| 7D | +11.8% | -1.6% | +13.4% | +12.1% |
| 30D | -6.5% | +0.6% | -7.1% | -6.6% |
| 3M | -1.2% | +9.8% | -11.0% | -2.5% |
| 6M | -8.0% | +25.8% | -33.8% | -11.4% |
| YTD | -21.9% | +31.3% | -53.1% | -25.9% |
| 1Y | -21.4% | +40.9% | -62.4% | -26.7% |
| 3Y | +130.0% | +74.7% | +55.3% | +97.7% |
| All | +579.5% | +69.8% | +509.8% | +437.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling