+29.3%
CLX vs THC
+1,758.3%
-1,729.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +13.6% | +8.8% | +4.8% | +13.3% |
| 30D | +29.1% | +10.0% | +19.0% | +28.7% |
| 3M | +1.6% | +11.7% | -10.1% | +1.2% |
| 6M | +18.7% | +52.5% | -33.8% | +17.2% |
| YTD | +11.1% | +46.1% | -35.0% | +9.8% |
| 1Y | +7.0% | +49.1% | -42.1% | +5.6% |
| 3Y | -10.0% | +439.6% | -449.6% | -13.6% |
| 5Y | -22.6% | +263.2% | -285.8% | -25.9% |
| 10Y | +29.3% | +1,900.5% | -1,871.1% | +24.8% |
| All | +29.3% | +1,758.3% | -1,729.0% | +24.8% |
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