+30.3%
CLX vs THC
+1,818.8%
-1,788.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.3% |
| 7D | +8.5% | +0.1% | +8.4% | +8.5% |
| 30D | +30.0% | +7.5% | +22.5% | +29.7% |
| 3M | +3.8% | +7.5% | -3.7% | +3.5% |
| 6M | +24.6% | +46.4% | -21.8% | +23.2% |
| YTD | +12.8% | +44.4% | -31.6% | +11.4% |
| 1Y | +8.6% | +43.4% | -34.8% | +7.3% |
| 3Y | -8.6% | +433.3% | -441.9% | -12.3% |
| 5Y | -21.8% | +262.5% | -284.3% | -25.1% |
| All | +30.3% | +1,818.8% | -1,788.5% | +23.0% |
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