+639.7%
CEG vs RUN
-68.3%
+708.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 7D | +6.7% | +10.2% | -3.5% | +5.5% |
| 30D | +11.0% | -9.6% | +20.6% | +12.1% |
| 3M | +19.5% | -31.5% | +51.0% | +23.9% |
| 6M | -5.9% | -18.7% | +12.8% | -4.6% |
| YTD | -15.0% | -49.9% | +34.9% | -10.7% |
| 1Y | +0.6% | -45.5% | +46.1% | +4.1% |
| 3Y | +180.6% | -34.1% | +214.7% | +145.6% |
| All | +639.7% | -68.3% | +708.0% | +556.5% |
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