+104.3%
CEG vs EXPD
+68.8%
+35.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.2% |
| 7D | -4.7% | -7.2% | +2.4% | -4.9% |
| 30D | -16.6% | -3.3% | -13.3% | -16.5% |
| 3M | -4.1% | +3.4% | -7.5% | -3.9% |
| 6M | -22.3% | +22.7% | -45.0% | -21.8% |
| YTD | -28.9% | +24.5% | -53.5% | -28.5% |
| 1Y | -28.5% | +38.6% | -67.1% | -28.1% |
| 3Y | +104.3% | +71.5% | +32.8% | +81.9% |
| All | +104.3% | +68.8% | +35.5% | +81.9% |
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