+88.3%
CNC vs THC
+1,045.0%
-956.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.7% |
| 7D | -4.9% | +4.1% | -9.0% | -5.7% |
| 30D | -3.8% | +3.5% | -7.3% | -4.5% |
| 3M | -3.2% | +61.7% | -65.0% | -13.8% |
| 6M | +47.9% | +11.8% | +36.0% | +42.6% |
| YTD | +55.7% | +35.4% | +20.3% | +43.1% |
| 1Y | +106.2% | +37.0% | +69.2% | +89.1% |
| 3Y | -2.1% | +260.1% | -262.1% | -29.8% |
| 5Y | +3.4% | +262.6% | -259.2% | -29.6% |
| All | +88.3% | +1,045.0% | -956.7% | -16.6% |
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