+220.7%
CF vs THC
+250.3%
-29.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.7% |
| 3M | +14.1% | +64.2% | -50.2% | +9.9% |
| 6M | +28.5% | +8.3% | +20.3% | +27.8% |
| YTD | +74.9% | +33.4% | +41.6% | +70.0% |
| 1Y | +61.7% | +37.7% | +24.0% | +56.2% |
| 3Y | +80.3% | +236.8% | -156.5% | +56.6% |
| All | +220.7% | +250.3% | -29.6% | +195.5% |
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 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