+518.2%
CEG vs EXPE
+46.9%
+471.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.2% | +5.0% |
| 7D | -4.7% | -9.3% | +4.6% | -3.8% |
| 30D | -16.6% | +0.1% | -16.7% | -17.4% |
| 3M | -4.1% | -15.3% | +11.2% | -2.6% |
| 6M | -22.3% | +5.5% | -27.8% | -24.7% |
| YTD | -28.9% | -8.0% | -21.0% | -30.0% |
| 1Y | -28.5% | +18.9% | -47.3% | -33.4% |
| 3Y | +104.3% | +135.5% | -31.2% | +66.0% |
| All | +518.2% | +46.9% | +471.3% | +406.3% |
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