+848.2%
CLS vs THC
+436.4%
+411.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.3% |
| 7D | +2.8% | +0.2% | +2.5% | +2.8% |
| 30D | -30.1% | +9.0% | -39.1% | -31.5% |
| 3M | -21.7% | +12.9% | -34.7% | -24.0% |
| 6M | -36.2% | +52.8% | -89.1% | -42.8% |
| YTD | -17.8% | +47.4% | -65.3% | -26.1% |
| 1Y | -26.8% | +47.7% | -74.5% | -34.2% |
| All | +848.2% | +436.4% | +411.8% | +436.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling