+487.0%
CF vs THC
+1,325.8%
-838.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | -0.9% | +7.5% | -8.4% | -2.4% |
| 30D | +6.9% | +9.6% | -2.6% | +4.9% |
| 3M | +4.8% | +10.3% | -5.4% | +2.6% |
| 6M | +4.7% | +51.8% | -47.1% | -4.5% |
| YTD | +56.5% | +45.4% | +11.1% | +42.2% |
| 1Y | +48.4% | +40.8% | +7.6% | +35.4% |
| 3Y | +59.1% | +448.8% | -389.7% | +4.6% |
| 5Y | +109.5% | +263.4% | -153.9% | +43.0% |
| 10Y | +487.0% | +1,800.1% | -1,313.1% | +151.5% |
| All | +487.0% | +1,325.8% | -838.8% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling