-45.3%
CPNG vs THC
+266.8%
-312.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +7.2% | +8.8% | -1.6% | +4.7% |
| 30D | +3.2% | +10.0% | -6.8% | +0.4% |
| 3M | +0.9% | +11.7% | -10.8% | -2.5% |
| 6M | -3.8% | +52.5% | -56.3% | -16.6% |
| YTD | -30.8% | +46.1% | -76.8% | -40.4% |
| 1Y | -43.5% | +49.1% | -92.6% | -51.8% |
| 3Y | +6.6% | +439.6% | -433.0% | -49.1% |
| 5Y | -45.3% | +263.2% | -308.5% | -71.6% |
| All | -45.3% | +266.8% | -312.1% | -71.6% |
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 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