+3,446.1%
CSGP vs THC
+248.8%
+3,197.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.6% | -5.6% | +2.7% |
| 7D | +18.3% | +8.8% | +9.5% | +16.9% |
| 30D | +17.8% | +12.6% | +5.2% | +15.9% |
| 3M | +9.3% | +15.4% | -6.1% | +7.0% |
| 6M | -7.9% | +57.7% | -65.6% | -13.8% |
| YTD | -51.5% | +47.1% | -98.6% | -54.5% |
| 1Y | -53.3% | +40.7% | -94.0% | -56.0% |
| 3Y | -57.9% | +432.1% | -490.0% | -67.4% |
| 5Y | -61.3% | +301.9% | -363.2% | -69.6% |
| 10Y | +77.5% | +1,546.5% | -1,468.9% | +3.5% |
| All | +3,446.1% | +248.8% | +3,197.3% | +1,759.3% |
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