+862.6%
CRS vs THC
+1,758.3%
-895.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.8% |
| 7D | +0.2% | +8.8% | -8.6% | -2.7% |
| 30D | -22.9% | +10.0% | -32.9% | -25.5% |
| 3M | -46.8% | +11.7% | -58.5% | -49.0% |
| 6M | -30.4% | +52.5% | -82.9% | -40.8% |
| YTD | -5.4% | +46.1% | -51.4% | -19.0% |
| 1Y | -9.0% | +49.1% | -58.1% | -22.8% |
| 3Y | +352.2% | +439.6% | -87.5% | +136.9% |
| 5Y | +852.2% | +263.2% | +589.1% | +435.0% |
| 10Y | +862.6% | +1,900.5% | -1,037.9% | +205.3% |
| All | +862.6% | +1,758.3% | -895.7% | +205.3% |
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