+73.9%
CNP vs THC
+274.4%
-200.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | -4.2% | +3.7% | -7.9% | -4.6% |
| 30D | +5.5% | +9.0% | -3.5% | +4.5% |
| 3M | +0.6% | +10.4% | -9.8% | -0.5% |
| 6M | -2.8% | +45.7% | -48.5% | -6.9% |
| YTD | +7.9% | +42.6% | -34.7% | +3.2% |
| 1Y | +6.7% | +38.8% | -32.1% | +2.3% |
| 3Y | +61.1% | +418.8% | -357.7% | +29.0% |
| All | +73.9% | +274.4% | -200.4% | +41.7% |
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