+844.8%
CCJ vs THC
+1,325.8%
-480.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.4% |
| 7D | +2.7% | +7.5% | -4.8% | +1.4% |
| 30D | -14.4% | +9.6% | -24.0% | -15.9% |
| 3M | -22.6% | +10.3% | -32.9% | -24.1% |
| 6M | -35.4% | +51.8% | -87.2% | -40.6% |
| YTD | -17.6% | +45.4% | -63.1% | -24.0% |
| 1Y | -18.1% | +40.8% | -58.9% | -24.1% |
| 3Y | +79.6% | +448.8% | -369.2% | +26.4% |
| 5Y | +175.3% | +263.4% | -88.1% | +102.7% |
| 10Y | +844.8% | +1,800.1% | -955.2% | +420.1% |
| All | +844.8% | +1,325.8% | -480.9% | +420.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling