+74.7%
CNP vs THC
+258.8%
-184.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | +4.0% | +7.5% | -3.4% | +3.2% |
| 3M | +1.6% | +7.5% | -5.9% | +0.8% |
| 6M | -1.7% | +46.4% | -48.1% | -5.9% |
| YTD | +8.6% | +44.4% | -35.7% | +3.8% |
| 1Y | +5.8% | +43.4% | -37.6% | +1.1% |
| 3Y | +63.0% | +433.3% | -370.3% | +30.0% |
| 5Y | +74.7% | +262.5% | -187.9% | +43.4% |
| All | +74.7% | +258.8% | -184.1% | +43.4% |
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 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