-2.7%
CEG vs RUN
-46.2%
+43.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +8.0% | +1.3% | +6.8% | +7.8% |
| 30D | +12.9% | -15.3% | +28.2% | +14.9% |
| 3M | +13.2% | -40.0% | +53.2% | +18.9% |
| 6M | -7.0% | -27.0% | +20.0% | -4.1% |
| YTD | -15.0% | -51.7% | +36.7% | -11.3% |
| 1Y | -2.7% | -45.9% | +43.2% | -1.9% |
| All | -2.7% | -46.2% | +43.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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