-23.4%
CEG vs XPO
+35.1%
-58.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | -10.2% | +2.6% | -12.8% | -10.7% |
| 3M | -0.8% | -6.1% | +5.3% | -0.2% |
| 6M | -11.5% | -8.0% | -3.6% | -11.2% |
| YTD | -23.9% | +38.5% | -62.4% | -26.5% |
| All | -23.4% | +35.1% | -58.5% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling