+7,737.1%
CP vs THC
+558.0%
+7,179.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +6.1% | +5.9% | +0.2% | +5.2% |
| 30D | +9.8% | +10.8% | -1.1% | +8.1% |
| 3M | +2.7% | +9.4% | -6.7% | +1.3% |
| 6M | +12.8% | +53.3% | -40.5% | +5.4% |
| YTD | +28.2% | +44.2% | -16.0% | +20.3% |
| 1Y | +34.1% | +37.3% | -3.2% | +26.6% |
| 3Y | +28.9% | +421.6% | -392.7% | -1.7% |
| 5Y | +27.1% | +279.8% | -252.8% | -1.5% |
| 10Y | +264.8% | +1,513.9% | -1,249.1% | +103.4% |
| All | +7,737.1% | +558.0% | +7,179.1% | +3,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling