+326.0%
CAT vs THC
+250.3%
+75.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -6.6% | +1.3% | -7.8% | -6.8% |
| 3M | -13.3% | +64.2% | -77.5% | -21.5% |
| 6M | +11.6% | +8.3% | +3.3% | +9.3% |
| YTD | +42.9% | +33.4% | +9.6% | +34.0% |
| 1Y | +95.4% | +37.7% | +57.8% | +81.4% |
| 3Y | +196.6% | +236.8% | -40.2% | +125.0% |
| All | +326.0% | +250.3% | +75.7% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling