+1,751.5%
CLS vs THC
+1,325.8%
+425.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.9% | +7.4% |
| 7D | -10.6% | +7.5% | -18.0% | -12.3% |
| 30D | -38.4% | +9.6% | -48.0% | -40.1% |
| 3M | -29.9% | +10.3% | -40.1% | -31.9% |
| 6M | -40.6% | +51.8% | -92.4% | -47.6% |
| YTD | -24.6% | +45.4% | -70.0% | -33.1% |
| 1Y | -30.8% | +40.8% | -71.6% | -38.1% |
| 3Y | +811.7% | +448.8% | +362.9% | +462.9% |
| 5Y | +1,838.4% | +263.4% | +1,575.0% | +1,164.6% |
| 10Y | +1,751.5% | +1,800.1% | -48.6% | +712.8% |
| All | +1,751.5% | +1,325.8% | +425.7% | +712.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling