-63.2%
CSGP vs THC
+274.4%
-337.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.5% |
| 7D | +1.3% | +3.7% | -2.4% | +0.5% |
| 30D | +10.7% | +9.0% | +1.6% | +8.8% |
| 3M | +3.3% | +10.4% | -7.1% | +1.2% |
| 6M | -10.3% | +45.7% | -56.0% | -16.9% |
| YTD | -54.6% | +42.6% | -97.1% | -58.1% |
| 1Y | -54.6% | +38.8% | -93.4% | -58.0% |
| 3Y | -60.3% | +418.8% | -479.2% | -74.0% |
| All | -63.2% | +274.4% | -337.6% | -74.6% |
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