+41.1%
CLS vs THC
+40.9%
+0.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +4.6% | -0.7% | +5.2% | +4.6% |
| 30D | -13.9% | +1.3% | -15.2% | -14.0% |
| 3M | -26.6% | +64.2% | -90.8% | -29.6% |
| 6M | +15.4% | +8.3% | +7.1% | +19.4% |
| YTD | +5.7% | +33.4% | -27.7% | +4.8% |
| 1Y | +41.1% | +37.7% | +3.4% | +37.0% |
| All | +41.1% | +40.9% | +0.3% | +37.0% |
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