+134.7%
CEG vs XPO
+133.2%
+1.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | +12.1% | +9.0% | +3.1% | +10.0% |
| 30D | +0.2% | +4.2% | -3.9% | -0.7% |
| 3M | +0.7% | -8.7% | +9.4% | +2.5% |
| 6M | +2.2% | -2.8% | +5.0% | +2.2% |
| YTD | -20.3% | +41.9% | -62.2% | -27.7% |
| 1Y | -16.1% | +42.3% | -58.4% | -24.1% |
| 3Y | +134.7% | +127.3% | +7.4% | +77.2% |
| All | +134.7% | +133.2% | +1.4% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling