-29.6%
CLS vs THC
+46.1%
-75.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +9.6% | -18.6% | -9.3% |
| 7D | -21.1% | +8.8% | -30.0% | -21.3% |
| 30D | -38.2% | +12.6% | -50.9% | -38.6% |
| 3M | -36.3% | +15.4% | -51.7% | -36.9% |
| 6M | -43.8% | +57.7% | -101.5% | -45.9% |
| YTD | -20.0% | +47.1% | -67.1% | -22.6% |
| 1Y | -29.6% | +40.7% | -70.3% | -29.6% |
| All | -29.6% | +46.1% | -75.7% | -29.6% |
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