+807.8%
CCL vs THC
+508.9%
+298.9%
-90.4%
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 | -5.0% | -0.7% | -4.4% | -4.9% |
| 30D | -20.3% | +1.3% | -21.6% | -20.6% |
| 3M | -15.1% | +64.2% | -79.4% | -24.9% |
| 6M | -15.1% | +8.3% | -23.4% | -17.3% |
| YTD | -21.8% | +33.4% | -55.2% | -27.8% |
| 1Y | -24.8% | +37.7% | -62.5% | -31.5% |
| 3Y | +51.9% | +236.8% | -184.9% | +9.4% |
| 5Y | +4.0% | +249.3% | -245.2% | -27.1% |
| 10Y | -42.2% | +995.2% | -1,037.5% | -70.5% |
| All | +807.8% | +508.9% | +298.9% | +237.3% |
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