+50.8%
CDE vs THC
+40.9%
+9.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +21.9% | +1.3% | +20.6% | +21.5% |
| 3M | +14.9% | +64.2% | -49.3% | +6.5% |
| 6M | -10.5% | +8.3% | -18.8% | -13.8% |
| YTD | +19.3% | +33.4% | -14.1% | +12.7% |
| 1Y | +50.8% | +37.7% | +13.1% | +42.2% |
| All | +50.8% | +40.9% | +9.9% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling