+4,872.3%
CNC vs THC
+80.9%
+4,791.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +1.6% | +5.3% | -3.7% | +0.6% |
| 3M | +7.9% | +7.1% | +0.8% | +6.5% |
| 6M | +21.2% | +46.0% | -24.9% | +11.5% |
| YTD | +73.2% | +43.9% | +29.3% | +58.8% |
| 1Y | +97.5% | +45.4% | +52.0% | +80.6% |
| 3Y | -1.2% | +421.3% | -422.5% | -31.4% |
| 5Y | -6.1% | +261.5% | -267.5% | -32.9% |
| 10Y | +181.3% | +1,865.8% | -1,684.6% | +24.0% |
| All | +4,872.3% | +80.9% | +4,791.4% | +2,906.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling