+2,089.9%
CLS vs THC
+258.8%
+1,831.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.1% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | +7.5% | -36.4% | -30.4% |
| 3M | -25.2% | +7.5% | -32.7% | -27.0% |
| 6M | -32.1% | +46.4% | -78.5% | -39.6% |
| YTD | -14.1% | +44.4% | -58.4% | -23.9% |
| 1Y | -24.1% | +43.4% | -67.5% | -32.5% |
| 3Y | +897.0% | +433.3% | +463.7% | +481.9% |
| 5Y | +2,089.9% | +262.5% | +1,827.4% | +1,266.4% |
| All | +2,089.9% | +258.8% | +1,831.2% | +1,266.4% |
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