+202.9%
CDE vs THC
+258.2%
-55.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.2% | +0.5% |
| 7D | -2.0% | +4.1% | -6.0% | -3.1% |
| 30D | +15.7% | +3.5% | +12.2% | +14.3% |
| 3M | +30.5% | +61.7% | -31.2% | +12.1% |
| 6M | -7.4% | +11.8% | -19.2% | -11.5% |
| YTD | +17.9% | +35.4% | -17.5% | +5.4% |
| 1Y | +46.7% | +37.0% | +9.7% | +29.8% |
| 3Y | +851.3% | +260.1% | +591.2% | +493.9% |
| 5Y | +202.9% | +262.6% | -59.7% | +83.7% |
| All | +202.9% | +258.2% | -55.3% | +83.7% |
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 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