+166.0%
CAT vs THC
+428.0%
-261.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.9% |
| 7D | -2.4% | +7.5% | -9.9% | -3.5% |
| 30D | -25.0% | +9.6% | -34.6% | -26.1% |
| 3M | -28.7% | +10.3% | -39.0% | -29.9% |
| 6M | -33.0% | +51.8% | -84.8% | -38.1% |
| YTD | +5.4% | +45.4% | -40.0% | -2.3% |
| 1Y | +7.3% | +40.8% | -33.5% | -0.1% |
| 3Y | +166.0% | +448.8% | -282.8% | +74.2% |
| All | +166.0% | +428.0% | -261.9% | +74.2% |
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