+130.1%
CVE vs THC
+1,325.8%
-1,195.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -10.1% | +7.5% | -17.6% | -12.2% |
| 30D | -12.1% | +9.6% | -21.7% | -14.6% |
| 3M | -1.9% | +10.3% | -12.1% | -5.0% |
| 6M | -1.8% | +51.8% | -53.6% | -14.6% |
| YTD | +65.8% | +45.4% | +20.4% | +43.8% |
| 1Y | +60.8% | +40.8% | +20.0% | +40.2% |
| 3Y | +70.1% | +448.8% | -378.7% | -7.6% |
| 5Y | +134.8% | +263.4% | -128.6% | +34.5% |
| 10Y | +130.1% | +1,800.1% | -1,670.0% | -23.5% |
| All | +130.1% | +1,325.8% | -1,195.7% | -23.5% |
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