+5.6%
CDE vs THC
+46.1%
-40.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.6% | -0.9% | +7.0% |
| 7D | +1.1% | +8.8% | -7.7% | -0.4% |
| 30D | -14.5% | +12.6% | -27.1% | -16.3% |
| 3M | -10.1% | +15.4% | -25.4% | -12.5% |
| 6M | -16.9% | +57.7% | -74.6% | -24.4% |
| YTD | -18.1% | +47.1% | -65.2% | -25.3% |
| 1Y | +5.6% | +40.7% | -35.1% | -1.7% |
| All | +5.6% | +46.1% | -40.5% | -1.7% |
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