+10,197.9%
CRS vs THC
+508.9%
+9,689.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.2% | -0.7% | +0.4% | -0.1% |
| 30D | -16.6% | +1.3% | -17.9% | -16.9% |
| 3M | -3.5% | +64.2% | -67.7% | -14.5% |
| 6M | +15.4% | +8.3% | +7.2% | +11.9% |
| YTD | +51.2% | +33.4% | +17.8% | +39.3% |
| 1Y | +98.3% | +37.7% | +60.6% | +81.0% |
| 3Y | +651.5% | +236.8% | +414.8% | +446.5% |
| 5Y | +1,411.1% | +249.3% | +1,161.9% | +949.0% |
| 10Y | +1,424.3% | +995.2% | +429.1% | +649.9% |
| All | +10,197.9% | +508.9% | +9,689.0% | +4,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling