-2.7%
CEG vs THC
+40.9%
-43.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +8.0% | -0.7% | +8.7% | +8.1% |
| 30D | +12.9% | +1.3% | +11.7% | +12.8% |
| 3M | +13.2% | +64.2% | -51.1% | +6.2% |
| 6M | -7.0% | +8.3% | -15.3% | -5.9% |
| YTD | -15.0% | +33.4% | -48.4% | -17.6% |
| 1Y | -2.7% | +37.7% | -40.4% | -4.8% |
| All | -2.7% | +40.9% | -43.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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