+134.5%
CVE vs THC
+1,421.6%
-1,287.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -16.1% | +3.7% | -19.8% | -17.2% |
| 30D | -10.4% | +9.0% | -19.4% | -12.8% |
| 3M | -2.4% | +10.4% | -12.8% | -5.5% |
| 6M | -4.4% | +45.7% | -50.1% | -15.6% |
| YTD | +64.9% | +42.6% | +22.4% | +44.4% |
| 1Y | +66.0% | +38.8% | +27.3% | +45.9% |
| 3Y | +57.7% | +418.8% | -361.2% | -11.4% |
| 5Y | +144.7% | +275.7% | -130.9% | +40.9% |
| All | +134.5% | +1,421.6% | -1,287.2% | -14.4% |
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