-31.9%
CEG vs EXPE
+48.9%
-80.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +10.5% | -17.2% | -6.5% |
| 7D | -4.8% | +14.6% | -19.4% | -4.6% |
| 30D | -8.2% | +21.4% | -29.6% | -8.4% |
| 3M | -7.9% | +1.4% | -9.3% | -7.4% |
| 6M | -23.2% | +28.6% | -51.8% | -24.6% |
| YTD | -30.1% | +12.1% | -42.3% | -30.7% |
| 1Y | -31.9% | +50.0% | -81.9% | -34.2% |
| All | -31.9% | +48.9% | -80.8% | -34.2% |
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