+180.6%
CEG vs LOW
-8.4%
+189.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +11.0% | -10.1% | +21.1% | +14.1% |
| 3M | +19.5% | -2.9% | +22.3% | +19.7% |
| 6M | -5.9% | -19.4% | +13.5% | -0.5% |
| YTD | -15.0% | -15.4% | +0.5% | -12.0% |
| 1Y | +0.6% | -24.9% | +25.6% | +8.3% |
| 3Y | +180.6% | -7.8% | +188.4% | +184.5% |
| All | +180.6% | -8.4% | +189.0% | +184.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling