+639.5%
CEG vs RUN
-69.4%
+708.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +8.0% | +1.3% | +6.8% | +7.9% |
| 30D | +12.9% | -15.3% | +28.2% | +14.9% |
| 3M | +13.2% | -40.0% | +53.2% | +19.0% |
| 6M | -7.0% | -27.0% | +20.0% | -4.6% |
| YTD | -15.0% | -51.7% | +36.7% | -10.4% |
| 1Y | -2.7% | -45.9% | +43.2% | +0.6% |
| 3Y | +184.1% | -43.8% | +227.8% | +155.2% |
| All | +639.5% | -69.4% | +708.9% | +559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling