+350.2%
CG vs THC
+1,157.4%
-807.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -4.3% | -0.7% | -3.7% | -4.2% |
| 30D | -5.1% | +1.3% | -6.3% | -5.5% |
| 3M | +8.7% | +64.2% | -55.6% | -4.4% |
| 6M | -9.2% | +8.3% | -17.5% | -12.0% |
| YTD | -18.9% | +33.4% | -52.2% | -25.8% |
| 1Y | -25.6% | +37.7% | -63.3% | -32.9% |
| 3Y | +57.3% | +236.8% | -179.5% | +9.9% |
| 5Y | +10.2% | +249.3% | -239.1% | -26.1% |
| 10Y | +364.2% | +995.2% | -631.0% | +104.0% |
| All | +350.2% | +1,157.4% | -807.2% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling