-2.7%
CEG vs EXPE
+40.7%
-43.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.0% |
| 7D | +8.0% | -9.5% | +17.6% | +8.7% |
| 30D | +12.9% | -6.6% | +19.6% | +13.4% |
| 3M | +13.2% | +31.4% | -18.2% | +9.8% |
| 6M | -7.0% | +35.2% | -42.2% | -10.7% |
| YTD | -15.0% | +5.8% | -20.8% | -16.0% |
| 1Y | -2.7% | +38.7% | -41.4% | -7.9% |
| All | -2.7% | +40.7% | -43.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling