+134.7%
CEG vs EXPE
+121.7%
+13.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +12.1% | -0.5% | +12.6% | +12.2% |
| 30D | +0.2% | -6.1% | +6.3% | +0.3% |
| 3M | +0.7% | -21.3% | +22.0% | +4.0% |
| 6M | +2.2% | +19.0% | -16.8% | -4.2% |
| YTD | -20.3% | -8.4% | -11.9% | -21.6% |
| 1Y | -16.1% | -2.8% | -13.3% | -18.8% |
| 3Y | +134.7% | +120.8% | +13.9% | +88.9% |
| All | +134.7% | +121.7% | +13.0% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling