+190.6%
CFG vs THC
+428.0%
-237.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | +0.3% | +7.5% | -7.2% | -0.9% |
| 30D | +3.2% | +9.6% | -6.3% | +1.7% |
| 3M | -9.7% | +10.3% | -20.0% | -11.3% |
| 6M | +3.6% | +51.8% | -48.2% | -3.9% |
| YTD | +14.7% | +45.4% | -30.7% | +6.5% |
| 1Y | +29.6% | +40.8% | -11.2% | +20.8% |
| 3Y | +190.6% | +448.8% | -258.2% | +68.3% |
| All | +190.6% | +428.0% | -237.4% | +68.3% |
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