+29.5%
CL vs THC
+43.7%
-14.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +3.2% | +1.0% | +2.3% | +3.1% |
| 30D | +8.0% | +5.3% | +2.7% | +7.4% |
| 3M | +7.9% | +7.1% | +0.8% | +7.0% |
| 6M | +14.7% | +46.0% | -31.3% | +10.8% |
| YTD | +29.2% | +43.9% | -14.8% | +25.6% |
| 1Y | +29.5% | +45.4% | -15.9% | +26.2% |
| All | +29.5% | +43.7% | -14.2% | +26.2% |
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