+518.2%
CEG vs RUN
-65.7%
+583.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.2% |
| 7D | -4.7% | +33.4% | -38.2% | -7.9% |
| 30D | -16.6% | +31.1% | -47.7% | -19.3% |
| 3M | -4.1% | +6.4% | -10.5% | -5.2% |
| 6M | -22.3% | -22.2% | -0.1% | -20.9% |
| YTD | -28.9% | -45.8% | +16.8% | -26.3% |
| 1Y | -28.5% | -51.1% | +22.7% | -25.3% |
| 3Y | +104.3% | -3.0% | +107.3% | +68.8% |
| All | +518.2% | -65.7% | +583.9% | +442.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling