+67.4%
CVE vs THC
+1,216.4%
-1,149.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +9.6% | -17.2% | -10.0% |
| 7D | -12.1% | +8.8% | -20.9% | -14.2% |
| 30D | -9.8% | +12.6% | -22.4% | -12.7% |
| 3M | -0.7% | +15.4% | -16.1% | -4.8% |
| 6M | -4.3% | +57.7% | -62.0% | -16.5% |
| YTD | +70.6% | +47.1% | +23.5% | +49.7% |
| 1Y | +73.2% | +40.7% | +32.5% | +53.1% |
| 3Y | +60.3% | +432.1% | -371.8% | -4.9% |
| 5Y | +159.3% | +301.9% | -142.6% | +55.4% |
| 10Y | +147.4% | +1,546.5% | -1,399.1% | -7.6% |
| All | +67.4% | +1,216.4% | -1,149.1% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling