+208.5%
CFG vs THC
+1,813.2%
-1,604.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +5.1% | +5.3% | -0.2% | +3.5% |
| 3M | -11.2% | +7.1% | -18.3% | -13.2% |
| 6M | +9.6% | +46.0% | -36.5% | -2.5% |
| YTD | +15.0% | +43.9% | -29.0% | +1.6% |
| 1Y | +29.9% | +45.4% | -15.6% | +14.0% |
| 3Y | +192.1% | +421.3% | -229.2% | +70.1% |
| 5Y | +62.3% | +261.5% | -199.2% | -0.7% |
| All | +208.5% | +1,813.2% | -1,604.7% | +18.0% |
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