-7.6%
CEG vs XPO
+40.3%
-48.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.4% |
| 7D | +1.3% | -0.9% | +2.3% | +1.4% |
| 30D | +8.8% | -8.1% | +16.9% | +9.6% |
| 3M | +17.0% | -19.0% | +36.0% | +19.0% |
| 6M | -8.7% | -5.2% | -3.5% | -8.9% |
| YTD | -16.4% | +35.6% | -52.0% | -15.3% |
| All | -7.6% | +40.3% | -48.0% | -2.8% |
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