-37.2%
CAG vs THC
+1,021.1%
-1,058.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -1.5% | +1.5% | -3.1% | -1.6% |
| 3M | +11.5% | +59.9% | -48.4% | +8.2% |
| 6M | -15.7% | +11.0% | -26.7% | -16.4% |
| YTD | -10.2% | +32.6% | -42.8% | -12.0% |
| 1Y | -18.1% | +37.4% | -55.4% | -19.9% |
| 3Y | -39.4% | +252.5% | -291.9% | -44.5% |
| 5Y | -42.6% | +262.3% | -304.9% | -48.2% |
| All | -37.2% | +1,021.1% | -1,058.3% | -48.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling