+320.3%
CFG vs THC
+359.7%
-39.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.6% |
| 7D | -2.2% | +5.9% | -8.0% | -3.7% |
| 30D | +0.4% | +10.8% | -10.4% | -2.4% |
| 3M | -12.6% | +9.4% | -22.0% | -14.9% |
| 6M | +0.6% | +53.3% | -52.6% | -11.1% |
| YTD | +12.4% | +44.2% | -31.7% | 0.0% |
| 1Y | +27.7% | +37.3% | -9.6% | +14.6% |
| 3Y | +172.4% | +421.6% | -249.2% | +64.4% |
| 5Y | +64.0% | +279.8% | -215.9% | +2.3% |
| 10Y | +252.8% | +1,513.9% | -1,261.0% | +36.2% |
| All | +320.3% | +359.7% | -39.4% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling