+2.8%
CNC vs THC
+248.0%
-245.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.3% |
| 7D | -1.0% | -2.6% | +1.6% | -0.6% |
| 30D | -1.8% | -1.2% | -0.6% | -1.6% |
| 3M | -0.7% | +58.9% | -59.6% | -9.0% |
| 6M | +47.9% | +9.3% | +38.6% | +45.0% |
| YTD | +56.9% | +30.4% | +26.6% | +48.1% |
| 1Y | +123.9% | +34.6% | +89.3% | +110.2% |
| 3Y | -1.3% | +246.7% | -247.9% | -22.0% |
| 5Y | +2.8% | +244.5% | -241.8% | -21.7% |
| All | +2.8% | +248.0% | -245.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling