+320.2%
CVE vs THC
+250.3%
+69.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +16.7% | +1.3% | +15.5% | +16.5% |
| 3M | +9.3% | +64.2% | -55.0% | +1.6% |
| 6M | +43.6% | +8.3% | +35.3% | +41.7% |
| YTD | +93.6% | +33.4% | +60.2% | +83.9% |
| 1Y | +98.8% | +37.7% | +61.1% | +86.9% |
| 3Y | +73.6% | +236.8% | -163.2% | +35.3% |
| All | +320.2% | +250.3% | +69.8% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling