+320.1%
CG vs THC
+1,325.8%
-1,005.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +6.1% |
| 7D | +3.0% | +7.5% | -4.4% | +1.3% |
| 30D | +10.1% | +9.6% | +0.6% | +7.7% |
| 3M | -10.8% | +10.3% | -21.1% | -13.1% |
| 6M | -15.2% | +51.8% | -67.0% | -24.2% |
| YTD | -26.9% | +45.4% | -72.3% | -34.7% |
| 1Y | -17.0% | +40.8% | -57.8% | -25.5% |
| 3Y | +54.6% | +448.8% | -394.2% | -4.7% |
| 5Y | -16.7% | +263.4% | -280.1% | -45.1% |
| 10Y | +320.1% | +1,800.1% | -1,479.9% | +80.3% |
| All | +320.1% | +1,325.8% | -1,005.6% | +80.3% |
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 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