+593.1%
CEG vs EXPD
+69.9%
+523.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +12.1% | +5.5% | +6.6% | +11.2% |
| 30D | +0.2% | -0.8% | +1.0% | +0.4% |
| 3M | +0.7% | +4.1% | -3.4% | +0.1% |
| 6M | +2.2% | +25.7% | -23.4% | -1.5% |
| YTD | -20.3% | +31.4% | -51.7% | -24.4% |
| 1Y | -16.1% | +42.2% | -58.3% | -21.8% |
| 3Y | +134.7% | +77.2% | +57.5% | +100.6% |
| All | +593.1% | +69.9% | +523.1% | +448.0% |
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