+33.9%
CCL vs THC
+258.4%
-224.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.2% | +1.0% | -2.1% | -1.5% |
| 30D | +13.1% | +5.3% | +7.8% | +10.9% |
| 3M | +3.4% | +7.1% | -3.7% | +0.4% |
| 6M | +18.7% | +46.0% | -27.3% | +0.9% |
| YTD | -2.3% | +43.9% | -46.2% | -17.2% |
| 1Y | +14.2% | +45.4% | -31.2% | -4.4% |
| 3Y | +133.6% | +421.3% | -287.7% | -0.8% |
| All | +33.9% | +258.4% | -224.5% | -34.2% |
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