+7,539.9%
CP vs THC
+508.9%
+7,031.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +0.2% | +1.3% | -1.1% | 0.0% |
| 3M | +2.6% | +64.2% | -61.7% | -4.9% |
| 6M | +6.0% | +8.3% | -2.3% | +4.1% |
| YTD | +24.9% | +33.4% | -8.4% | +18.7% |
| 1Y | +20.1% | +37.7% | -17.6% | +13.2% |
| 3Y | +16.4% | +236.8% | -220.4% | -5.6% |
| 5Y | +31.7% | +249.3% | -217.5% | +3.3% |
| 10Y | +223.9% | +995.2% | -771.4% | +90.6% |
| All | +7,539.9% | +508.9% | +7,031.1% | +3,505.1% |
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