+639.5%
CEG vs EXPD
+64.7%
+574.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | +8.0% | -1.1% | +9.2% | +8.2% |
| 30D | +12.9% | +4.1% | +8.9% | +12.3% |
| 3M | +13.2% | +17.9% | -4.7% | +10.2% |
| 6M | -7.0% | +29.2% | -36.2% | -11.1% |
| YTD | -15.0% | +27.4% | -42.4% | -19.0% |
| 1Y | -2.7% | +56.8% | -59.6% | -11.8% |
| 3Y | +184.1% | +68.0% | +116.0% | +145.9% |
| All | +639.5% | +64.7% | +574.7% | +487.5% |
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