+2,104.6%
CLS vs THC
+229.6%
+1,875.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -22.2% | +3.7% | -25.9% | -22.9% |
| 30D | -44.4% | +9.0% | -53.4% | -45.6% |
| 3M | -34.3% | +10.4% | -44.7% | -35.9% |
| 6M | -50.1% | +45.7% | -95.7% | -54.5% |
| YTD | -30.1% | +42.6% | -72.7% | -36.4% |
| 1Y | -39.3% | +38.8% | -78.1% | -44.5% |
| 3Y | +732.7% | +418.8% | +313.9% | +470.9% |
| 5Y | +1,777.2% | +275.7% | +1,501.5% | +1,225.6% |
| 10Y | +1,645.6% | +1,496.2% | +149.4% | +720.9% |
| All | +2,104.6% | +229.6% | +1,875.0% | +822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling