+157.0%
CCJ vs THC
+274.4%
-117.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | -7.3% | +3.7% | -11.0% | -8.1% |
| 30D | -20.0% | +9.0% | -29.0% | -21.6% |
| 3M | -23.8% | +10.4% | -34.2% | -25.7% |
| 6M | -42.4% | +45.7% | -88.1% | -47.8% |
| YTD | -22.1% | +42.6% | -64.6% | -29.6% |
| 1Y | -20.8% | +38.8% | -59.6% | -28.1% |
| 3Y | +75.7% | +418.8% | -343.1% | +1.6% |
| All | +157.0% | +274.4% | -117.4% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling