+44.1%
CSGP vs THC
+1,000.2%
-956.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +2.3% | +1.3% | +1.1% | +2.1% |
| 3M | -8.2% | +64.2% | -72.4% | -14.7% |
| 6M | -35.1% | +8.3% | -43.3% | -36.2% |
| YTD | -54.0% | +33.4% | -87.4% | -56.4% |
| 1Y | -65.3% | +37.7% | -103.0% | -67.3% |
| 3Y | -62.6% | +236.8% | -299.4% | -69.7% |
| 5Y | -64.8% | +249.3% | -314.1% | -72.5% |
| All | +44.1% | +1,000.2% | -956.1% | -6.5% |
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 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