+219.9%
CTVA vs THC
+1,174.1%
-954.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.1% |
| 7D | -5.8% | +4.1% | -9.9% | -6.6% |
| 30D | +11.1% | +3.5% | +7.5% | +10.2% |
| 3M | +13.2% | +61.7% | -48.5% | +1.9% |
| 6M | +8.7% | +11.8% | -3.1% | +5.1% |
| YTD | +27.3% | +35.4% | -8.1% | +17.7% |
| 1Y | +18.0% | +37.0% | -19.0% | +8.4% |
| 3Y | +76.5% | +260.1% | -183.6% | +27.2% |
| 5Y | +105.1% | +262.6% | -157.5% | +40.5% |
| All | +219.9% | +1,174.1% | -954.1% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling