-63.1%
CSGP vs THC
+266.8%
-329.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.0% |
| 7D | -3.2% | +8.8% | -12.0% | -4.7% |
| 30D | +2.2% | +10.0% | -7.8% | +0.3% |
| 3M | -3.7% | +11.7% | -15.3% | -5.8% |
| 6M | -7.4% | +52.5% | -59.9% | -15.0% |
| YTD | -54.9% | +46.1% | -101.0% | -58.6% |
| 1Y | -54.9% | +49.1% | -104.0% | -58.9% |
| 3Y | -61.9% | +439.6% | -501.6% | -75.3% |
| 5Y | -63.1% | +263.2% | -326.3% | -74.0% |
| All | -63.1% | +266.8% | -329.9% | -74.0% |
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 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