-37.1%
CAG vs THC
+253.4%
-290.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.3% |
| 7D | -5.3% | -2.6% | -2.7% | -5.1% |
| 30D | +1.0% | -1.2% | +2.2% | +1.1% |
| 3M | +17.4% | +58.9% | -41.6% | +13.7% |
| 6M | -16.8% | +9.3% | -26.1% | -17.6% |
| YTD | -6.8% | +30.4% | -37.1% | -8.6% |
| 1Y | -15.4% | +34.6% | -50.0% | -17.2% |
| 3Y | -37.1% | +246.7% | -283.7% | -45.2% |
| All | -37.1% | +253.4% | -290.5% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling