+1,101.1%
CCJ vs THC
+1,045.0%
+56.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.2% |
| 7D | +4.2% | +4.1% | +0.1% | +3.5% |
| 30D | +3.2% | +3.5% | -0.3% | +2.5% |
| 3M | -1.8% | +61.7% | -63.6% | -10.0% |
| 6M | -13.5% | +11.8% | -25.4% | -15.9% |
| YTD | +9.7% | +35.4% | -25.7% | +2.9% |
| 1Y | +30.0% | +37.0% | -7.0% | +21.1% |
| 3Y | +172.6% | +260.1% | -87.5% | +109.1% |
| 5Y | +342.9% | +262.6% | +80.3% | +230.3% |
| All | +1,101.1% | +1,045.0% | +56.1% | +610.1% |
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