+562.3%
CEG vs RUN
-70.1%
+632.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.6% | +7.6% | -1.9% |
| 7D | +1.7% | +0.3% | +1.3% | +1.4% |
| 30D | -10.2% | +14.0% | -24.2% | -11.8% |
| 3M | -0.8% | -11.8% | +10.9% | +0.1% |
| 6M | -11.5% | -40.4% | +28.8% | -7.3% |
| YTD | -23.9% | -52.7% | +28.8% | -19.9% |
| 1Y | -25.4% | -52.5% | +27.1% | -21.7% |
| 3Y | +124.2% | -7.7% | +131.9% | +85.3% |
| All | +562.3% | -70.1% | +632.3% | +489.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling