+1,438.1%
CRS vs THC
+248.0%
+1,190.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -2.9% |
| 7D | -3.1% | -2.6% | -0.5% | -2.4% |
| 30D | -19.6% | -1.2% | -18.4% | -19.4% |
| 3M | -8.1% | +58.9% | -67.0% | -19.9% |
| 6M | +18.6% | +9.3% | +9.2% | +14.4% |
| YTD | +45.9% | +30.4% | +15.5% | +33.1% |
| 1Y | +82.5% | +34.6% | +47.9% | +64.6% |
| 3Y | +648.9% | +246.7% | +402.2% | +398.0% |
| 5Y | +1,438.1% | +244.5% | +1,193.6% | +899.5% |
| All | +1,438.1% | +248.0% | +1,190.2% | +899.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling