-25.9%
CCJ vs THC
+46.1%
-72.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.6% | -10.8% | -1.9% |
| 7D | -14.5% | +8.8% | -23.3% | -15.0% |
| 30D | -18.1% | +12.6% | -30.7% | -18.8% |
| 3M | -23.0% | +15.4% | -38.4% | -23.9% |
| 6M | -39.4% | +57.7% | -97.1% | -42.1% |
| YTD | -21.7% | +47.1% | -68.7% | -25.4% |
| 1Y | -25.9% | +40.7% | -66.6% | -28.4% |
| All | -25.9% | +46.1% | -72.1% | -28.4% |
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