+598.5%
CEG vs EXPE
+48.0%
+550.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +17.8% | -4.2% | +22.0% | +18.5% |
| 30D | -4.5% | -4.5% | 0.0% | -4.6% |
| 3M | +1.5% | -19.7% | +21.2% | +4.1% |
| 6M | -3.5% | +18.3% | -21.8% | -8.3% |
| YTD | -19.7% | -7.3% | -12.4% | -20.9% |
| 1Y | -19.8% | -3.9% | -15.9% | -21.7% |
| 3Y | +136.4% | +123.0% | +13.4% | +93.9% |
| All | +598.5% | +48.0% | +550.5% | +471.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling