+4,797.0%
CNC vs THC
+83.6%
+4,713.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.0% | +8.8% | -4.8% | +2.4% |
| 30D | +7.4% | +10.0% | -2.7% | +5.5% |
| 3M | +5.4% | +11.7% | -6.2% | +3.2% |
| 6M | +25.4% | +52.5% | -27.0% | +14.5% |
| YTD | +70.6% | +46.1% | +24.5% | +55.9% |
| 1Y | +104.9% | +49.1% | +55.8% | +86.5% |
| 3Y | -2.3% | +439.6% | -442.0% | -32.6% |
| 5Y | -6.5% | +263.2% | -269.6% | -33.3% |
| 10Y | +153.3% | +1,900.5% | -1,747.2% | +11.2% |
| All | +4,797.0% | +83.6% | +4,713.4% | +2,852.3% |
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