+700.3%
CAT vs THC
+1,879.5%
-1,179.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -24.6% | +9.0% | -33.6% | -25.9% |
| 3M | -28.5% | +12.9% | -41.4% | -30.2% |
| 6M | -34.8% | +52.8% | -87.7% | -40.3% |
| YTD | +5.9% | +47.4% | -41.5% | -2.8% |
| 1Y | +6.8% | +47.7% | -40.9% | -2.1% |
| 3Y | +161.1% | +444.7% | -283.6% | +84.2% |
| 5Y | +213.4% | +269.3% | -55.8% | +128.9% |
| 10Y | +700.3% | +1,913.5% | -1,213.2% | +336.0% |
| All | +700.3% | +1,879.5% | -1,179.2% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling