+562.3%
CEG vs THC
+272.6%
+289.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.1% |
| 7D | +1.7% | +8.8% | -7.2% | 0.0% |
| 30D | -10.2% | +10.0% | -20.2% | -11.9% |
| 3M | -0.8% | +11.7% | -12.5% | -3.1% |
| 6M | -11.5% | +52.5% | -64.0% | -19.4% |
| YTD | -23.9% | +46.1% | -69.9% | -30.4% |
| 1Y | -25.4% | +49.1% | -74.5% | -32.2% |
| 3Y | +124.2% | +439.6% | -315.5% | +54.8% |
| All | +562.3% | +272.6% | +289.7% | +376.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling