+250.9%
CP vs THC
+1,421.6%
-1,170.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +2.8% | +3.7% | -0.9% | +2.2% |
| 30D | +10.2% | +9.0% | +1.2% | +8.8% |
| 3M | +2.4% | +10.4% | -8.0% | +0.8% |
| 6M | +7.7% | +45.7% | -38.0% | +1.3% |
| YTD | +26.0% | +42.6% | -16.6% | +18.4% |
| 1Y | +34.6% | +38.8% | -4.1% | +26.8% |
| 3Y | +26.7% | +418.8% | -392.1% | -4.0% |
| 5Y | +24.9% | +275.7% | -250.8% | -3.6% |
| All | +250.9% | +1,421.6% | -1,170.7% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling