+593.1%
CEG vs THC
+267.1%
+325.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +12.1% | +1.0% | +11.1% | +11.9% |
| 30D | +0.2% | +5.3% | -5.1% | -0.9% |
| 3M | +0.7% | +7.1% | -6.4% | -0.9% |
| 6M | +2.2% | +46.0% | -43.8% | -6.1% |
| YTD | -20.3% | +43.9% | -64.3% | -27.0% |
| 1Y | -16.1% | +45.4% | -61.5% | -23.3% |
| 3Y | +134.7% | +421.3% | -286.6% | +63.1% |
| All | +593.1% | +267.1% | +325.9% | +399.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling