+1,763.7%
CLS vs THC
+274.4%
+1,489.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -22.2% | +3.7% | -25.9% | -23.0% |
| 30D | -44.4% | +9.0% | -53.4% | -45.8% |
| 3M | -34.3% | +10.4% | -44.7% | -36.3% |
| 6M | -50.1% | +45.7% | -95.7% | -55.6% |
| YTD | -30.1% | +42.6% | -72.7% | -37.9% |
| 1Y | -39.3% | +38.8% | -78.1% | -45.7% |
| 3Y | +732.7% | +418.8% | +313.9% | +388.5% |
| All | +1,763.7% | +274.4% | +1,489.3% | +1,026.5% |
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