+31.9%
CP vs THC
+428.0%
-396.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +2.8% | +7.5% | -4.7% | +1.9% |
| 30D | +11.3% | +9.6% | +1.8% | +10.1% |
| 3M | +2.9% | +10.3% | -7.4% | +1.6% |
| 6M | +9.8% | +51.8% | -42.0% | +4.1% |
| YTD | +28.5% | +45.4% | -16.9% | +22.2% |
| 1Y | +33.5% | +40.8% | -7.3% | +27.3% |
| 3Y | +31.9% | +448.8% | -416.9% | -1.3% |
| All | +31.9% | +428.0% | -396.0% | -1.3% |
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