+187.4%
CEG vs EXPD
+68.7%
+118.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.9% |
| 7D | +8.0% | -1.1% | +9.2% | +8.0% |
| 30D | +12.9% | +4.1% | +8.9% | +13.0% |
| 3M | +13.2% | +17.9% | -4.7% | +13.5% |
| 6M | -7.0% | +29.2% | -36.2% | -6.8% |
| YTD | -15.0% | +27.4% | -42.4% | -14.9% |
| 1Y | -2.7% | +56.8% | -59.6% | -3.3% |
| All | +187.4% | +68.7% | +118.7% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling