+1,042.1%
CCL vs THC
+550.9%
+491.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +2.6% | +3.7% | -1.1% | +1.8% |
| 30D | +13.1% | +9.0% | +4.1% | +10.8% |
| 3M | +3.3% | +10.4% | -7.1% | +0.7% |
| 6M | +8.7% | +45.7% | -37.0% | -1.3% |
| YTD | -1.6% | +42.6% | -44.2% | -10.6% |
| 1Y | +14.0% | +38.8% | -24.8% | +3.8% |
| 3Y | +145.1% | +418.8% | -273.7% | +59.8% |
| 5Y | +21.2% | +275.7% | -254.4% | -16.4% |
| 10Y | -29.8% | +1,496.2% | -1,526.0% | -66.3% |
| All | +1,042.1% | +550.9% | +491.3% | +317.5% |
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 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