+341.4%
CG vs THC
+952.2%
-610.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | -3.2% | -1.2% | -2.0% | -3.0% |
| 3M | +6.2% | +58.9% | -52.7% | -5.7% |
| 6M | -4.7% | +9.3% | -14.0% | -7.7% |
| YTD | -20.6% | +30.4% | -51.0% | -26.9% |
| 1Y | -26.4% | +34.6% | -61.0% | -33.1% |
| 3Y | +55.4% | +246.7% | -191.3% | +8.2% |
| 5Y | +9.8% | +244.5% | -234.7% | -25.8% |
| 10Y | +341.4% | +950.1% | -608.7% | +111.1% |
| All | +341.4% | +952.2% | -610.9% | +111.1% |
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