+772.6%
CCJ vs THC
+1,758.3%
-985.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.4% |
| 7D | +0.4% | +8.8% | -8.4% | -1.1% |
| 30D | -17.2% | +10.0% | -27.3% | -18.7% |
| 3M | -25.1% | +11.7% | -36.8% | -26.7% |
| 6M | -37.6% | +52.5% | -90.1% | -42.6% |
| YTD | -20.4% | +46.1% | -66.4% | -26.6% |
| 1Y | -22.5% | +49.1% | -71.6% | -28.9% |
| 3Y | +72.5% | +439.6% | -367.2% | +21.5% |
| 5Y | +179.9% | +263.2% | -83.3% | +105.8% |
| 10Y | +772.6% | +1,900.5% | -1,127.9% | +367.6% |
| All | +772.6% | +1,758.3% | -985.7% | +367.6% |
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