+60.6%
THC vs CAI
-11.0%
+71.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +3.9% |
| 7D | +4.1% | -3.1% | +7.2% | +4.1% |
| 30D | +3.5% | +2.7% | +0.8% | +3.5% |
| 3M | +61.7% | +41.7% | +20.1% | +61.5% |
| 6M | +11.8% | +26.5% | -14.6% | +12.3% |
| YTD | +35.4% | -10.9% | +46.3% | +36.9% |
| 1Y | +37.0% | -29.2% | +66.2% | +36.7% |
| All | +60.6% | -11.0% | +71.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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