+78.9%
CTVA vs THC
+266.8%
-187.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.4% | +8.8% | -6.4% | +1.2% |
| 30D | -8.1% | +10.0% | -18.1% | -9.4% |
| 3M | +6.3% | +11.7% | -5.4% | +4.5% |
| 6M | +0.4% | +52.5% | -52.0% | -6.2% |
| YTD | +21.8% | +46.1% | -24.2% | +13.8% |
| 1Y | +24.9% | +49.1% | -24.2% | +16.1% |
| 3Y | +92.3% | +439.6% | -347.3% | +42.4% |
| 5Y | +78.9% | +263.2% | -184.3% | +39.0% |
| All | +78.9% | +266.8% | -187.9% | +39.0% |
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