-69.2%
CPNG vs THC
+409.7%
-478.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -6.8% | +1.0% | -7.7% | -7.0% |
| 30D | +5.5% | +5.3% | +0.2% | +4.1% |
| 3M | -6.8% | +7.1% | -13.9% | -8.5% |
| 6M | -4.8% | +46.0% | -50.9% | -15.1% |
| YTD | -35.6% | +43.9% | -79.5% | -43.3% |
| 1Y | -46.8% | +45.4% | -92.2% | -53.4% |
| 3Y | -0.8% | +421.3% | -422.1% | -46.2% |
| 5Y | -42.9% | +261.5% | -304.3% | -67.7% |
| All | -69.2% | +409.7% | -478.8% | -82.6% |
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