+213.9%
CAT vs THC
+258.4%
-44.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +7.4% | +1.0% | +6.5% | +7.3% |
| 30D | -19.7% | +5.3% | -25.0% | -20.5% |
| 3M | -29.6% | +7.1% | -36.7% | -30.6% |
| 6M | -33.2% | +46.0% | -79.2% | -38.3% |
| YTD | +5.7% | +43.9% | -38.3% | -2.7% |
| 1Y | +9.3% | +45.4% | -36.1% | +0.4% |
| 3Y | +158.3% | +421.3% | -263.0% | +78.9% |
| All | +213.9% | +258.4% | -44.5% | +133.1% |
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