+231.7%
CTVA vs THC
+1,155.0%
-923.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | +11.9% | +1.3% | +10.7% | +11.6% |
| 3M | +13.7% | +64.2% | -50.6% | +2.0% |
| 6M | +13.1% | +8.3% | +4.9% | +10.2% |
| YTD | +32.0% | +33.4% | -1.4% | +22.4% |
| 1Y | +22.1% | +37.7% | -15.6% | +12.0% |
| 3Y | +77.5% | +236.8% | -159.3% | +29.8% |
| 5Y | +106.3% | +249.3% | -143.0% | +42.6% |
| All | +231.7% | +1,155.0% | -923.3% | +61.6% |
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 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