+27.2%
CB vs THC
+50.5%
-23.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -1.5% | +7.5% | -9.0% | -2.0% |
| 30D | +6.5% | +9.6% | -3.0% | +5.8% |
| 3M | +4.1% | +10.3% | -6.2% | +3.3% |
| 6M | +14.4% | +51.8% | -37.4% | +11.4% |
| YTD | +17.5% | +45.4% | -27.9% | +14.7% |
| All | +27.2% | +50.5% | -23.3% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling