+562.3%
CEG vs XPO
+341.8%
+220.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | -10.2% | +2.6% | -12.8% | -10.7% |
| 3M | -0.8% | -6.1% | +5.3% | +0.5% |
| 6M | -11.5% | -8.0% | -3.6% | -10.4% |
| YTD | -23.9% | +38.5% | -62.4% | -30.5% |
| 1Y | -25.4% | +35.0% | -60.4% | -31.7% |
| 3Y | +124.2% | +126.5% | -2.3% | +73.4% |
| All | +562.3% | +341.8% | +220.4% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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