+7,463.6%
CI vs THC
+508.9%
+6,954.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +4.4% | +1.3% | +3.2% | +4.2% |
| 3M | +0.7% | +64.2% | -63.6% | -7.8% |
| 6M | +0.3% | +8.3% | -7.9% | -1.8% |
| YTD | +3.8% | +33.4% | -29.6% | -2.1% |
| 1Y | -5.5% | +37.7% | -43.2% | -11.6% |
| 3Y | +8.1% | +236.8% | -228.7% | -15.5% |
| 5Y | +42.8% | +249.3% | -206.5% | +6.7% |
| 10Y | +143.9% | +995.2% | -851.4% | +30.4% |
| All | +7,463.6% | +508.9% | +6,954.7% | +3,048.5% |
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