-30.8%
CCL vs THC
+1,421.6%
-1,452.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +3.1% | +3.7% | -0.6% | +1.7% |
| 30D | +13.7% | +9.0% | +4.6% | +9.9% |
| 3M | +3.8% | +10.4% | -6.6% | -0.4% |
| 6M | +9.3% | +45.7% | -36.4% | -7.1% |
| YTD | -1.1% | +42.6% | -43.7% | -16.0% |
| 1Y | +14.6% | +38.8% | -24.2% | -2.4% |
| 3Y | +146.4% | +418.8% | -272.4% | +16.4% |
| 5Y | +21.9% | +275.7% | -253.8% | -37.5% |
| All | -30.8% | +1,421.6% | -1,452.5% | -79.1% |
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 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