-21.5%
CG vs THC
+258.4%
-279.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | +11.2% | +5.3% | +5.9% | +9.5% |
| 3M | -22.1% | +7.1% | -29.2% | -23.8% |
| 6M | -17.9% | +46.0% | -64.0% | -27.5% |
| YTD | -31.3% | +43.9% | -75.2% | -39.9% |
| 1Y | -24.0% | +45.4% | -69.4% | -34.0% |
| 3Y | +45.0% | +421.3% | -376.3% | -26.5% |
| All | -21.5% | +258.4% | -279.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling