+7,262.2%
CB vs THC
+1,123.6%
+6,138.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +2.6% | +5.9% | -3.3% | +1.7% |
| 30D | +11.2% | +10.8% | +0.4% | +9.6% |
| 3M | +5.7% | +9.4% | -3.7% | +4.3% |
| 6M | +15.9% | +53.3% | -37.3% | +8.8% |
| YTD | +20.2% | +44.2% | -24.0% | +13.2% |
| 1Y | +32.4% | +37.3% | -4.9% | +25.3% |
| 3Y | +75.5% | +421.6% | -346.1% | +35.6% |
| 5Y | +105.5% | +279.8% | -174.3% | +60.6% |
| 10Y | +258.5% | +1,513.9% | -1,255.3% | +105.7% |
| All | +7,262.2% | +1,123.6% | +6,138.5% | +3,263.3% |
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