+639.7%
CEG vs EXPE
+55.6%
+584.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.9% | +7.9% | +1.4% |
| 7D | +6.7% | -9.8% | +16.4% | +8.5% |
| 30D | +11.0% | -11.5% | +22.5% | +13.1% |
| 3M | +19.5% | +21.7% | -2.2% | +14.2% |
| 6M | -5.9% | +10.4% | -16.2% | -8.8% |
| YTD | -15.0% | -2.5% | -12.4% | -16.1% |
| 1Y | +0.6% | +27.3% | -26.7% | -6.6% |
| 3Y | +180.6% | +153.5% | +27.1% | +127.2% |
| All | +639.7% | +55.6% | +584.1% | +506.2% |
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 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