+241.9%
CORZ vs THC
+248.4%
-6.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.4% |
| 7D | -11.2% | +3.7% | -14.9% | -11.4% |
| 30D | -26.2% | +9.0% | -35.3% | -26.7% |
| 3M | -44.1% | +10.4% | -54.5% | -44.6% |
| 6M | -52.3% | +45.7% | -97.9% | -54.3% |
| YTD | -19.2% | +42.6% | -61.8% | -22.8% |
| 1Y | -42.9% | +38.8% | -81.6% | -45.2% |
| All | +241.9% | +248.4% | -6.5% | +326.6% |
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