-58.4%
CSGP vs THC
+418.9%
-477.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | +13.9% | +5.9% | +8.0% | +13.0% |
| 30D | +16.0% | +10.8% | +5.2% | +14.4% |
| 3M | +6.1% | +9.4% | -3.4% | +4.7% |
| 6M | -8.2% | +53.3% | -61.4% | -13.3% |
| YTD | -52.3% | +44.2% | -96.5% | -54.8% |
| 1Y | -54.5% | +37.3% | -91.8% | -56.6% |
| All | -58.4% | +418.9% | -477.3% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling