+1,583.6%
CCJ vs THC
+365.2%
+1,218.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +6.9% | +1.3% | +5.6% | +6.6% |
| 3M | -11.6% | +64.2% | -75.9% | -18.9% |
| 6M | -16.2% | +8.3% | -24.5% | -17.9% |
| YTD | +10.1% | +33.4% | -23.3% | +3.9% |
| 1Y | +32.3% | +37.7% | -5.4% | +23.6% |
| 3Y | +171.3% | +236.8% | -65.5% | +114.7% |
| 5Y | +372.4% | +249.3% | +123.1% | +262.8% |
| 10Y | +1,070.0% | +995.2% | +74.8% | +565.5% |
| All | +1,583.6% | +365.2% | +1,218.4% | +671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling