-52.8%
CPNG vs THC
+248.0%
-300.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -2.5% |
| 7D | -6.3% | -2.6% | -3.7% | -5.6% |
| 30D | -8.7% | -1.2% | -7.6% | -8.6% |
| 3M | -2.4% | +58.9% | -61.4% | -16.2% |
| 6M | -22.3% | +9.3% | -31.7% | -25.7% |
| YTD | -37.2% | +30.4% | -67.6% | -43.9% |
| 1Y | -53.0% | +34.6% | -87.6% | -58.7% |
| 3Y | -20.0% | +246.7% | -266.7% | -53.8% |
| 5Y | -52.8% | +244.5% | -297.3% | -74.7% |
| All | -52.8% | +248.0% | -300.7% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling