+73.0%
CF vs THC
+238.5%
-165.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +6.0% | -0.7% | +6.7% | +6.0% |
| 30D | +14.8% | +1.3% | +13.6% | +14.8% |
| 3M | +14.1% | +64.2% | -50.2% | +12.2% |
| 6M | +28.5% | +8.3% | +20.3% | +29.1% |
| YTD | +74.9% | +33.4% | +41.6% | +72.1% |
| 1Y | +61.7% | +37.7% | +24.0% | +58.2% |
| All | +73.0% | +238.5% | -165.5% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling