+94.9%
CNC vs THC
+37.3%
+57.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | +4.5% | +52.3% | -47.7% | -3.0% |
| 6M | +85.2% | +12.4% | +72.8% | +89.4% |
| YTD | +61.4% | +32.7% | +28.7% | +54.0% |
| 1Y | +94.9% | +36.4% | +58.5% | +81.1% |
| All | +94.9% | +37.3% | +57.6% | +81.1% |
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