+567.3%
CAG vs THC
+559.0%
+8.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | -1.6% | +7.5% | -9.1% | -2.2% |
| 6M | +6.3% | +46.4% | -40.1% | +3.1% |
| YTD | -10.1% | +44.4% | -54.4% | -12.9% |
| 1Y | -10.2% | +43.4% | -53.7% | -13.0% |
| 3Y | -37.3% | +433.3% | -470.6% | -45.5% |
| 5Y | -41.6% | +262.5% | -304.1% | -48.7% |
| 10Y | -38.1% | +1,871.5% | -1,909.6% | -55.5% |
| All | +567.3% | +559.0% | +8.3% | +312.4% |
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