-12.9%
CLX vs THC
+418.9%
-431.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +12.4% | +5.9% | +6.6% | +11.8% |
| 30D | +21.1% | +10.8% | +10.3% | +19.9% |
| 3M | -3.3% | +9.4% | -12.8% | -4.2% |
| 6M | +18.8% | +53.3% | -34.4% | +14.3% |
| YTD | +3.9% | +44.2% | -40.2% | +0.3% |
| 1Y | -3.8% | +37.3% | -41.1% | -6.9% |
| All | -12.9% | +418.9% | -431.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling