+561.9%
CAG vs THC
+505.7%
+56.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.7% | -0.5% | -5.2% | -5.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | +9.8% | +52.3% | -42.5% | +6.2% |
| 6M | -10.8% | +12.4% | -23.3% | -11.9% |
| YTD | -10.8% | +32.7% | -43.5% | -13.0% |
| 1Y | -19.0% | +36.4% | -55.3% | -21.2% |
| 3Y | -39.7% | +259.3% | -299.0% | -46.1% |
| 5Y | -43.0% | +262.7% | -305.6% | -50.0% |
| 10Y | -36.0% | +1,016.4% | -1,052.4% | -52.1% |
| All | +561.9% | +505.7% | +56.2% | +311.7% |
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