-70.5%
CBRS vs THC
+48.3%
-118.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.6% | -15.7% | -2.4% |
| 7D | -18.4% | +8.8% | -27.2% | -15.4% |
| 30D | -49.4% | +12.6% | -62.0% | -46.7% |
| 3M | -59.6% | +15.4% | -74.9% | -56.9% |
| All | -70.5% | +48.3% | -118.8% | -63.0% |
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 · Available span rolling