+112.0%
CF vs THC
+274.4%
-162.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -3.2% | +3.7% | -6.9% | -3.4% |
| 30D | +4.3% | +9.0% | -4.7% | +3.7% |
| 3M | +2.8% | +10.4% | -7.6% | +2.1% |
| 6M | +0.6% | +45.7% | -45.0% | -2.1% |
| YTD | +56.6% | +42.6% | +14.1% | +51.6% |
| 1Y | +49.6% | +38.8% | +10.9% | +45.0% |
| 3Y | +61.5% | +418.8% | -357.3% | +34.9% |
| All | +112.0% | +274.4% | -162.4% | +76.8% |
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