+238.9%
CRM vs THC
+1,022.1%
-783.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | +28.1% | -1.2% | +29.3% | +28.2% |
| 3M | +48.8% | +52.3% | -3.4% | +38.9% |
| 6M | +28.3% | +12.4% | +15.8% | +25.0% |
| YTD | -6.0% | +32.7% | -38.7% | -11.3% |
| 1Y | +1.4% | +36.4% | -34.9% | -5.0% |
| 3Y | +11.8% | +259.3% | -247.5% | -12.7% |
| 5Y | -2.0% | +262.7% | -264.7% | -25.7% |
| All | +238.9% | +1,022.1% | -783.2% | +97.8% |
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