+62.7%
CCJ vs THC
+423.7%
-361.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -13.2% | +5.3% | -18.5% | -13.7% |
| 3M | -27.6% | +7.1% | -34.7% | -28.3% |
| 6M | -38.7% | +46.0% | -84.7% | -41.6% |
| YTD | -22.7% | +43.9% | -66.6% | -26.6% |
| 1Y | -17.6% | +45.4% | -63.0% | -21.9% |
| 3Y | +62.7% | +421.3% | -358.6% | +22.5% |
| All | +62.7% | +423.7% | -361.0% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling