-41.0%
CCL vs THC
+952.2%
-993.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.5% |
| 7D | -0.1% | -2.6% | +2.4% | +0.8% |
| 30D | -20.0% | -1.2% | -18.8% | -19.7% |
| 3M | -13.7% | +58.9% | -72.6% | -28.6% |
| 6M | -9.0% | +9.3% | -18.3% | -13.3% |
| YTD | -22.8% | +30.4% | -53.2% | -31.9% |
| 1Y | -25.3% | +34.6% | -59.9% | -35.6% |
| 3Y | +54.1% | +246.7% | -192.6% | -13.7% |
| 5Y | +3.5% | +244.5% | -241.1% | -44.7% |
| 10Y | -41.0% | +950.1% | -991.1% | -80.5% |
| All | -41.0% | +952.2% | -993.3% | -80.5% |
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 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