+492.8%
CEG vs EXPD
+64.8%
+428.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.8% |
| 7D | -9.4% | -4.8% | -4.6% | -8.7% |
| 30D | -20.2% | -1.5% | -18.7% | -20.0% |
| 3M | -9.5% | +4.1% | -13.6% | -10.0% |
| 6M | -25.0% | +24.0% | -49.0% | -27.6% |
| YTD | -31.9% | +27.4% | -59.3% | -35.1% |
| 1Y | -33.7% | +38.4% | -72.0% | -37.9% |
| 3Y | +108.7% | +73.2% | +35.5% | +78.6% |
| All | +492.8% | +64.8% | +428.0% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling