+19.1%
CLX vs THC
+1,421.6%
-1,402.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +13.6% | +3.7% | +9.9% | +13.5% |
| 30D | +23.4% | +9.0% | +14.3% | +23.0% |
| 3M | -2.8% | +10.4% | -13.2% | -3.1% |
| 6M | +14.0% | +45.7% | -31.7% | +12.7% |
| YTD | +4.2% | +42.6% | -38.4% | +3.0% |
| 1Y | -1.2% | +38.8% | -39.9% | -2.2% |
| 3Y | -12.7% | +418.8% | -431.5% | -16.1% |
| 5Y | -26.5% | +275.7% | -302.2% | -29.5% |
| All | +19.1% | +1,421.6% | -1,402.5% | +13.6% |
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