+604.3%
CEG vs XPO
+327.7%
+276.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.8% | -5.7% | +0.9% | -3.5% |
| 30D | +2.3% | -12.8% | +15.1% | +5.5% |
| 3M | +15.6% | -20.0% | +35.6% | +21.2% |
| 6M | -5.0% | -6.0% | +1.0% | -4.5% |
| YTD | -19.0% | +34.0% | -53.1% | -25.5% |
| 1Y | -10.0% | +35.6% | -45.5% | -18.1% |
| 3Y | +163.9% | +152.3% | +11.7% | +98.4% |
| All | +604.3% | +327.7% | +276.6% | +319.6% |
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