+45.0%
CG vs THC
+423.7%
-378.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.2% | +1.0% | -0.8% | 0.0% |
| 30D | +11.2% | +5.3% | +5.9% | +10.1% |
| 3M | -22.1% | +7.1% | -29.2% | -23.2% |
| 6M | -17.9% | +46.0% | -64.0% | -24.2% |
| YTD | -31.3% | +43.9% | -75.2% | -36.8% |
| 1Y | -24.0% | +45.4% | -69.4% | -30.4% |
| 3Y | +45.0% | +421.3% | -376.3% | -14.4% |
| All | +45.0% | +423.7% | -378.7% | -14.4% |
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