+3,269.5%
CLS vs THC
+250.3%
+3,019.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +4.6% | -0.7% | +5.2% | +4.8% |
| 30D | -13.9% | +1.3% | -15.2% | -14.2% |
| 3M | -26.6% | +64.2% | -90.8% | -36.6% |
| 6M | +15.4% | +8.3% | +7.1% | +12.1% |
| YTD | +5.7% | +33.4% | -27.7% | -4.2% |
| 1Y | +41.1% | +37.7% | +3.4% | +26.2% |
| 3Y | +1,228.6% | +236.8% | +991.8% | +779.4% |
| All | +3,269.5% | +250.3% | +3,019.2% | +2,142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling