+5,435.1%
CL vs THC
+558.0%
+4,877.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +5.9% | +5.9% | +0.1% | +5.4% |
| 30D | +13.8% | +10.8% | +2.9% | +12.8% |
| 3M | +6.4% | +9.4% | -3.0% | +5.6% |
| 6M | +15.6% | +53.3% | -37.6% | +11.3% |
| YTD | +27.9% | +44.2% | -16.3% | +23.5% |
| 1Y | +31.4% | +37.3% | -5.9% | +27.2% |
| 3Y | +41.4% | +421.6% | -380.2% | +21.2% |
| 5Y | +42.8% | +279.8% | -237.0% | +23.2% |
| 10Y | +79.7% | +1,513.9% | -1,434.2% | +25.7% |
| All | +5,435.1% | +558.0% | +4,877.0% | +2,988.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling