+1,888.4%
CNP vs THC
+566.8%
+1,321.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -3.0% | +8.8% | -11.9% | -4.0% |
| 30D | +6.8% | +10.0% | -3.2% | +5.6% |
| 3M | +3.6% | +11.7% | -8.0% | +2.2% |
| 6M | 0.0% | +52.5% | -52.5% | -5.2% |
| YTD | +9.4% | +46.1% | -36.7% | +3.8% |
| 1Y | +6.8% | +49.1% | -42.3% | +1.0% |
| 3Y | +64.2% | +439.6% | -375.5% | +31.6% |
| 5Y | +76.0% | +263.2% | -187.1% | +43.8% |
| 10Y | +143.3% | +1,900.5% | -1,757.2% | +52.0% |
| All | +1,888.4% | +566.8% | +1,321.6% | +1,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling