+49.3%
CL vs THC
+1,000.2%
-950.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -4.8% | +1.3% | -6.1% | -4.9% |
| 3M | +4.9% | +64.2% | -59.3% | +1.7% |
| 6M | -5.7% | +8.3% | -14.0% | -6.4% |
| YTD | +14.4% | +33.4% | -19.0% | +12.1% |
| 1Y | +8.7% | +37.7% | -28.9% | +6.3% |
| 3Y | +30.0% | +236.8% | -206.8% | +19.6% |
| 5Y | +28.4% | +249.3% | -220.9% | +16.2% |
| All | +49.3% | +1,000.2% | -950.9% | +27.1% |
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