+30.0%
CL vs THC
+250.3%
-220.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 6M | -5.7% | +8.3% | -14.0% | -6.7% |
| YTD | +14.4% | +33.4% | -19.0% | +11.4% |
| 1Y | +8.7% | +37.7% | -28.9% | +5.5% |
| 3Y | +30.0% | +236.8% | -206.8% | +16.1% |
| All | +30.0% | +250.3% | -220.3% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling