+32.2%
CP vs THC
+49.8%
-17.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +9.6% | +9.0% | +0.6% | +8.9% |
| 3M | +2.2% | +12.9% | -10.7% | +1.3% |
| 6M | +11.1% | +52.8% | -41.7% | +8.1% |
| YTD | +28.2% | +47.4% | -19.3% | +25.9% |
| 1Y | +32.2% | +47.7% | -15.6% | +29.8% |
| All | +32.2% | +49.8% | -17.7% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling