+639.5%
CEG vs LOW
-6.7%
+646.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | +8.0% | -1.7% | +9.8% | +8.6% |
| 30D | +12.9% | -7.0% | +20.0% | +15.6% |
| 3M | +13.2% | -0.9% | +14.0% | +12.8% |
| 6M | -7.0% | -20.1% | +13.1% | -0.4% |
| YTD | -15.0% | -13.9% | -1.1% | -11.8% |
| 1Y | -2.7% | -21.1% | +18.4% | +3.8% |
| 3Y | +184.1% | -6.6% | +190.7% | +178.5% |
| All | +639.5% | -6.7% | +646.1% | +566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling