-1.8%
CEG vs LOW
-25.6%
+23.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +1.3% | -0.6% | +2.0% | +1.4% |
| 30D | +8.8% | -9.3% | +18.1% | +9.6% |
| 3M | +17.0% | -8.1% | +25.0% | +17.7% |
| 6M | -8.7% | -19.8% | +11.0% | -8.1% |
| YTD | -16.4% | -16.4% | -0.1% | -15.4% |
| 1Y | -1.8% | -24.7% | +22.9% | -14.5% |
| All | -1.8% | -25.6% | +23.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling