+135.8%
CVE vs THC
+1,438.5%
-1,302.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.2% |
| 7D | -14.1% | +5.9% | -19.9% | -15.6% |
| 30D | -11.6% | +10.8% | -22.4% | -14.3% |
| 3M | 0.0% | +9.4% | -9.4% | -2.9% |
| 6M | -8.4% | +53.3% | -61.6% | -20.3% |
| YTD | +65.9% | +44.2% | +21.8% | +44.8% |
| 1Y | +69.4% | +37.3% | +32.1% | +49.3% |
| 3Y | +55.9% | +421.6% | -365.7% | -12.4% |
| 5Y | +146.2% | +279.8% | -133.7% | +41.3% |
| All | +135.8% | +1,438.5% | -1,302.6% | -14.1% |
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