+3,388.4%
CSGP vs THC
+241.9%
+3,146.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 3M | +6.1% | +9.4% | -3.4% | +4.7% |
| 6M | -8.2% | +53.3% | -61.4% | -13.7% |
| YTD | -52.3% | +44.2% | -96.5% | -55.1% |
| 1Y | -54.5% | +37.3% | -91.8% | -56.9% |
| 3Y | -58.6% | +421.6% | -480.2% | -67.8% |
| 5Y | -61.5% | +279.8% | -341.3% | -69.5% |
| 10Y | +74.7% | +1,513.9% | -1,439.2% | +2.1% |
| All | +3,388.4% | +241.9% | +3,146.6% | +1,734.0% |
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 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