+17,564.5%
CAT vs THC
+558.0%
+17,006.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.1% |
| 7D | -14.5% | +5.9% | -20.4% | -15.4% |
| 30D | -35.7% | +10.8% | -46.6% | -36.9% |
| 3M | -36.3% | +9.4% | -45.7% | -37.4% |
| 6M | -38.5% | +53.3% | -91.8% | -43.2% |
| YTD | -2.5% | +44.2% | -46.7% | -9.4% |
| 1Y | -1.9% | +37.3% | -39.2% | -8.3% |
| 3Y | +139.2% | +421.6% | -282.4% | +77.0% |
| 5Y | +192.1% | +279.8% | -87.7% | +120.2% |
| 10Y | +732.3% | +1,513.9% | -781.6% | +341.3% |
| All | +17,564.5% | +558.0% | +17,006.5% | +7,550.7% |
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