+73.4%
CL vs THC
+1,421.6%
-1,348.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +1.3% | +3.7% | -2.4% | +1.1% |
| 30D | +11.4% | +9.0% | +2.3% | +10.8% |
| 3M | +4.4% | +10.4% | -6.0% | +3.8% |
| 6M | +10.8% | +45.7% | -34.9% | +8.1% |
| YTD | +25.1% | +42.6% | -17.4% | +22.1% |
| 1Y | +28.0% | +38.8% | -10.8% | +25.0% |
| 3Y | +37.6% | +418.8% | -381.2% | +23.7% |
| 5Y | +39.7% | +275.7% | -236.0% | +26.1% |
| All | +73.4% | +1,421.6% | -1,348.3% | +43.8% |
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