+87.8%
CRS vs THC
+40.1%
+47.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.6% |
| 7D | -0.5% | +4.1% | -4.6% | -1.2% |
| 30D | -18.1% | +3.5% | -21.6% | -18.6% |
| 3M | -12.4% | +61.7% | -74.2% | -21.4% |
| 6M | +15.9% | +11.8% | +4.1% | +15.9% |
| YTD | +45.8% | +35.4% | +10.4% | +35.7% |
| 1Y | +87.8% | +37.0% | +50.7% | +75.4% |
| All | +87.8% | +40.1% | +47.7% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling