-8.0%
CEG vs RUN
-37.7%
+29.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.8% |
| 7D | +11.8% | +3.2% | +8.6% | +10.6% |
| 30D | -6.5% | +19.5% | -26.0% | -10.8% |
| 3M | -1.2% | -9.6% | +8.4% | +0.8% |
| 6M | -8.0% | -37.3% | +29.3% | +1.2% |
| All | -8.0% | -37.7% | +29.6% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling