+84.1%
CL vs THC
+1,879.5%
-1,795.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +9.5% | +9.0% | +0.5% | +9.0% |
| 3M | +6.8% | +12.9% | -6.1% | +6.0% |
| 6M | +14.3% | +52.8% | -38.6% | +11.3% |
| YTD | +27.0% | +47.4% | -20.4% | +23.7% |
| 1Y | +26.3% | +47.7% | -21.5% | +22.9% |
| 3Y | +39.3% | +444.7% | -405.4% | +25.1% |
| 5Y | +41.5% | +269.3% | -227.7% | +28.1% |
| 10Y | +84.1% | +1,913.5% | -1,829.4% | +57.0% |
| All | +84.1% | +1,879.5% | -1,795.4% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling