+180.6%
CEG vs XPO
+159.4%
+21.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +6.7% | +2.7% | +4.0% | +6.1% |
| 30D | +11.0% | -6.2% | +17.2% | +12.4% |
| 3M | +19.5% | -15.4% | +34.9% | +23.5% |
| 6M | -5.9% | +0.7% | -6.6% | -7.0% |
| YTD | -15.0% | +39.8% | -54.8% | -22.5% |
| 1Y | +0.6% | +43.3% | -42.7% | -9.5% |
| 3Y | +180.6% | +166.0% | +14.6% | +108.2% |
| All | +180.6% | +159.4% | +21.2% | +108.2% |
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