-69.3%
CPNG vs THC
+369.9%
-439.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.4% | -1.2% | -6.2% | -7.2% |
| 3M | -12.3% | +52.3% | -64.6% | -22.8% |
| 6M | -19.4% | +12.4% | -31.9% | -23.2% |
| YTD | -35.9% | +32.7% | -68.6% | -42.4% |
| 1Y | -53.4% | +36.4% | -89.8% | -58.7% |
| 3Y | -20.0% | +259.3% | -279.3% | -51.0% |
| 5Y | -49.6% | +262.7% | -312.2% | -70.9% |
| All | -69.3% | +369.9% | -439.2% | -82.4% |
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