-1.0%
CLX vs THC
+976.6%
-977.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -9.2% | -0.7% | -8.6% | -9.2% |
| 30D | -11.0% | +1.3% | -12.3% | -11.1% |
| 3M | +5.0% | +64.2% | -59.2% | +3.5% |
| 6M | -18.8% | +8.3% | -27.1% | -19.1% |
| YTD | -4.4% | +33.4% | -37.8% | -5.3% |
| 1Y | -21.9% | +37.7% | -59.5% | -22.7% |
| 3Y | -32.8% | +236.8% | -269.5% | -35.1% |
| 5Y | -34.6% | +249.3% | -283.8% | -37.3% |
| All | -1.0% | +976.6% | -977.5% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling