-36.8%
CAG vs THC
+425.2%
-462.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +7.4% | +7.5% | 0.0% | +6.8% |
| 3M | -1.6% | +7.5% | -9.1% | -2.2% |
| 6M | +6.3% | +46.4% | -40.1% | +3.4% |
| YTD | -10.1% | +44.4% | -54.4% | -12.5% |
| 1Y | -10.2% | +43.4% | -53.7% | -12.6% |
| All | -36.8% | +425.2% | -462.0% | -44.3% |
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