+5,648.9%
CRM vs THC
+426.9%
+5,222.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +23.1% | +1.5% | +21.5% | +22.6% |
| 3M | +42.5% | +59.9% | -17.4% | +30.6% |
| 6M | +25.3% | +11.0% | +14.3% | +22.0% |
| YTD | -7.8% | +32.6% | -40.4% | -13.6% |
| 1Y | +1.0% | +37.4% | -36.4% | -6.4% |
| 3Y | +10.0% | +252.5% | -242.6% | -16.2% |
| 5Y | -3.9% | +262.3% | -266.2% | -29.2% |
| 10Y | +233.2% | +1,015.4% | -782.3% | +69.7% |
| All | +5,648.9% | +426.9% | +5,222.0% | +2,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling