+518.2%
CEG vs EXPD
+61.1%
+457.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.6% |
| 7D | -4.7% | -7.2% | +2.4% | -3.7% |
| 30D | -16.6% | -3.3% | -13.3% | -16.1% |
| 3M | -4.1% | +3.4% | -7.5% | -4.6% |
| 6M | -22.3% | +22.7% | -45.0% | -25.0% |
| YTD | -28.9% | +24.5% | -53.5% | -32.1% |
| 1Y | -28.5% | +38.6% | -67.1% | -33.2% |
| 3Y | +104.3% | +71.5% | +32.8% | +74.6% |
| All | +518.2% | +61.1% | +457.2% | +392.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling