+94.1%
CNC vs THC
+44.8%
+49.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +2.0% | +7.5% | -5.4% | +1.1% |
| 3M | +4.8% | +7.5% | -2.8% | +3.8% |
| 6M | +18.5% | +46.4% | -28.0% | +15.6% |
| YTD | +70.8% | +44.4% | +26.4% | +67.1% |
| 1Y | +94.1% | +43.4% | +50.7% | +90.1% |
| All | +94.1% | +44.8% | +49.3% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling