+237.0%
CFG vs THC
+1,325.8%
-1,088.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.4% |
| 7D | +0.3% | +7.5% | -7.2% | -1.7% |
| 30D | +3.2% | +9.6% | -6.3% | +0.6% |
| 3M | -9.7% | +10.3% | -20.0% | -12.3% |
| 6M | +3.6% | +51.8% | -48.2% | -8.8% |
| YTD | +14.7% | +45.4% | -30.7% | +1.1% |
| 1Y | +29.6% | +40.8% | -11.2% | +14.8% |
| 3Y | +190.6% | +448.8% | -258.2% | +67.1% |
| 5Y | +67.1% | +263.4% | -196.3% | +2.3% |
| 10Y | +237.0% | +1,800.1% | -1,563.1% | +26.6% |
| All | +237.0% | +1,325.8% | -1,088.7% | +26.6% |
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