+75.7%
CCJ vs THC
+413.3%
-337.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | -7.3% | +3.7% | -11.0% | -7.7% |
| 30D | -20.0% | +9.0% | -29.0% | -20.8% |
| 3M | -23.8% | +10.4% | -34.2% | -24.7% |
| 6M | -42.4% | +45.7% | -88.1% | -45.1% |
| YTD | -22.1% | +42.6% | -64.6% | -25.9% |
| 1Y | -20.8% | +38.8% | -59.6% | -24.5% |
| 3Y | +75.7% | +418.8% | -343.1% | +40.7% |
| All | +75.7% | +413.3% | -337.5% | +40.7% |
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