+256.9%
CP vs THC
+1,879.5%
-1,622.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +9.6% | +9.0% | +0.6% | +8.2% |
| 3M | +2.2% | +12.9% | -10.7% | +0.3% |
| 6M | +11.1% | +52.8% | -41.7% | +3.7% |
| YTD | +28.2% | +47.4% | -19.3% | +19.7% |
| 1Y | +32.2% | +47.7% | -15.6% | +23.2% |
| 3Y | +35.5% | +444.7% | -409.1% | +1.3% |
| 5Y | +26.8% | +269.3% | -242.5% | -2.5% |
| 10Y | +256.9% | +1,913.5% | -1,656.6% | +108.4% |
| All | +256.9% | +1,879.5% | -1,622.6% | +108.4% |
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