+271.0%
CG vs THC
+1,818.8%
-1,547.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +5.7% | +7.5% | -1.8% | +3.9% |
| 3M | -17.9% | +7.5% | -25.4% | -19.5% |
| 6M | -20.2% | +46.4% | -66.6% | -28.1% |
| YTD | -32.0% | +44.4% | -76.4% | -39.2% |
| 1Y | -27.0% | +43.4% | -70.5% | -34.8% |
| 3Y | +42.8% | +433.3% | -390.5% | -11.6% |
| 5Y | -23.4% | +262.5% | -286.0% | -49.6% |
| All | +271.0% | +1,818.8% | -1,547.8% | +58.6% |
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