+131.2%
CTVA vs THC
+1,258.2%
-1,127.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.1% | -22.2% | -23.9% |
| 7D | -23.7% | +0.1% | -23.8% | -23.6% |
| 30D | -31.2% | +7.5% | -38.7% | -32.2% |
| 3M | -18.7% | +7.5% | -26.3% | -20.0% |
| 6M | -25.5% | +46.4% | -72.0% | -31.7% |
| YTD | -8.0% | +44.4% | -52.4% | -16.1% |
| 1Y | -7.0% | +43.4% | -50.4% | -15.2% |
| 3Y | +45.2% | +433.3% | -388.1% | -3.5% |
| 5Y | +32.3% | +262.5% | -230.3% | -8.9% |
| All | +131.2% | +1,258.2% | -1,127.0% | +10.8% |
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