+639.5%
CEG vs XPO
+353.3%
+286.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +3.9% |
| 7D | +8.0% | +2.4% | +5.6% | +7.4% |
| 30D | +12.9% | -3.5% | +16.5% | +13.8% |
| 3M | +13.2% | -11.9% | +25.1% | +16.0% |
| 6M | -7.0% | -10.0% | +3.0% | -5.6% |
| YTD | -15.0% | +42.1% | -57.1% | -22.9% |
| 1Y | -2.7% | +47.6% | -50.3% | -13.3% |
| 3Y | +184.1% | +153.6% | +30.5% | +113.4% |
| All | +639.5% | +353.3% | +286.1% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling