+32.1%
CL vs THC
+46.1%
-14.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.6% | -6.3% | +2.2% |
| 7D | +7.7% | +8.8% | -1.1% | +6.7% |
| 30D | +15.2% | +12.6% | +2.6% | +13.8% |
| 3M | +7.3% | +15.4% | -8.0% | +5.7% |
| 6M | +17.0% | +57.7% | -40.7% | +12.4% |
| YTD | +28.0% | +47.1% | -19.1% | +24.1% |
| 1Y | +32.1% | +40.7% | -8.6% | +27.9% |
| All | +32.1% | +46.1% | -14.0% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling