+1,339.5%
CRS vs THC
+1,021.1%
+318.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -16.6% | +1.5% | -18.1% | -17.1% |
| 3M | -14.3% | +59.9% | -74.2% | -27.1% |
| 6M | +11.6% | +11.0% | +0.6% | +6.0% |
| YTD | +42.6% | +32.6% | +10.0% | +27.2% |
| 1Y | +81.8% | +37.4% | +44.4% | +59.9% |
| 3Y | +632.1% | +252.5% | +379.5% | +354.7% |
| 5Y | +1,401.6% | +262.3% | +1,139.3% | +768.5% |
| All | +1,339.5% | +1,021.1% | +318.4% | +472.4% |
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 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