+73.2%
CVE vs THC
+238.5%
-165.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.5% |
| 30D | +16.7% | +1.3% | +15.5% | +16.6% |
| 3M | +9.3% | +64.2% | -55.0% | +4.5% |
| 6M | +43.6% | +8.3% | +35.3% | +43.8% |
| YTD | +93.6% | +33.4% | +60.2% | +87.6% |
| 1Y | +98.8% | +37.7% | +61.1% | +90.8% |
| All | +73.2% | +238.5% | -165.3% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling