-28.5%
CEG vs THC
+35.6%
-64.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.3% |
| 7D | -4.7% | +3.7% | -8.4% | -4.7% |
| 30D | -16.6% | +9.0% | -25.6% | -16.7% |
| 3M | -4.1% | +10.4% | -14.5% | -4.4% |
| 6M | -22.3% | +45.7% | -68.0% | -25.0% |
| YTD | -28.9% | +42.6% | -71.5% | -31.2% |
| 1Y | -28.5% | +38.8% | -67.2% | -30.3% |
| All | -28.5% | +35.6% | -64.0% | -30.3% |
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