+593.1%
CEG vs LOW
+4.6%
+588.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +12.1% | +1.4% | +10.7% | +11.7% |
| 30D | +0.2% | +21.7% | -21.5% | -5.9% |
| 3M | +0.7% | +5.0% | -4.3% | -1.1% |
| 6M | +2.2% | +4.6% | -2.4% | +0.1% |
| YTD | -20.3% | -3.5% | -16.8% | -20.4% |
| 1Y | -16.1% | +0.5% | -16.6% | -17.6% |
| 3Y | +134.7% | +24.8% | +109.9% | +106.7% |
| All | +593.1% | +4.6% | +588.4% | +501.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling