-3.6%
CNC vs THC
+258.2%
-261.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.4% |
| 7D | -4.9% | +4.1% | -9.0% | -5.5% |
| 30D | -3.8% | +3.5% | -7.3% | -4.3% |
| 3M | -3.2% | +61.7% | -65.0% | -11.1% |
| 6M | +47.9% | +11.8% | +36.0% | +45.7% |
| YTD | +55.7% | +35.4% | +20.3% | +46.8% |
| 1Y | +106.2% | +37.0% | +69.2% | +94.1% |
| All | -3.6% | +258.2% | -261.8% | -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 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