+72.5%
THC vs CAI
-5.3%
+77.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | +7.5% | -20.3% | +27.8% | +7.8% |
| 30D | +9.6% | -13.9% | +23.5% | +9.9% |
| 3M | +10.3% | +12.4% | -2.2% | +10.5% |
| 6M | +51.8% | +58.3% | -6.5% | +51.9% |
| YTD | +45.4% | -5.2% | +50.7% | +47.4% |
| 1Y | +40.8% | -0.2% | +41.0% | +42.3% |
| All | +72.5% | -5.3% | +77.8% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling