+4,577.2%
CNC vs THC
+67.6%
+4,509.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | +0.1% | +1.3% | -1.2% | -0.2% |
| 3M | +6.9% | +64.2% | -57.3% | -3.8% |
| 6M | +49.0% | +8.3% | +40.7% | +45.1% |
| YTD | +62.9% | +33.4% | +29.5% | +51.6% |
| 1Y | +134.0% | +37.7% | +96.3% | +116.4% |
| 3Y | +9.4% | +236.8% | -227.4% | -17.5% |
| 5Y | +4.1% | +249.3% | -245.1% | -25.3% |
| 10Y | +95.4% | +995.2% | -899.9% | -4.0% |
| All | +4,577.2% | +67.6% | +4,509.6% | +2,769.6% |
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 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