+1,106.9%
THC vs CLBK
+62.6%
+1,044.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +8.8% | +2.4% | +6.4% | +7.5% |
| 30D | +10.0% | +4.9% | +5.1% | +7.2% |
| 3M | +11.7% | +5.3% | +6.4% | +8.2% |
| 6M | +52.5% | +28.3% | +24.1% | +31.5% |
| YTD | +46.1% | +61.1% | -15.1% | +9.5% |
| 1Y | +49.1% | +62.4% | -13.3% | +10.9% |
| 3Y | +439.6% | +54.7% | +385.0% | +280.0% |
| 5Y | +263.2% | +27.4% | +235.7% | +157.0% |
| All | +1,106.9% | +62.6% | +1,044.4% | +650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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