+801.7%
CRS vs THC
+1,813.2%
-1,011.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.8% | +1.0% | +3.8% | +4.5% |
| 30D | -23.2% | +5.3% | -28.5% | -24.7% |
| 3M | -45.5% | +7.1% | -52.6% | -47.0% |
| 6M | -33.1% | +46.0% | -79.2% | -42.2% |
| YTD | -7.2% | +43.9% | -51.1% | -20.2% |
| 1Y | -10.0% | +45.4% | -55.5% | -23.1% |
| 3Y | +332.3% | +421.3% | -89.0% | +128.7% |
| 5Y | +801.9% | +261.5% | +540.4% | +406.4% |
| All | +801.7% | +1,813.2% | -1,011.5% | +190.8% |
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