+639.5%
CEG vs EXPE
+68.9%
+570.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +8.0% | -9.5% | +17.6% | +9.9% |
| 30D | +12.9% | -6.6% | +19.6% | +14.1% |
| 3M | +13.2% | +31.4% | -18.2% | +6.8% |
| 6M | -7.0% | +35.2% | -42.2% | -13.2% |
| YTD | -15.0% | +5.8% | -20.8% | -17.3% |
| 1Y | -2.7% | +38.7% | -41.4% | -11.0% |
| 3Y | +184.1% | +175.8% | +8.3% | +126.8% |
| All | +639.5% | +68.9% | +570.5% | +497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling