+977.2%
THC vs CLBK
+66.9%
+910.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -2.6% | +1.1% | -3.7% | -3.2% |
| 30D | -1.2% | +7.8% | -8.9% | -5.2% |
| 3M | +58.9% | +23.9% | +35.1% | +40.7% |
| 6M | +9.3% | +42.3% | -33.0% | -10.8% |
| YTD | +30.4% | +65.4% | -35.0% | -3.4% |
| 1Y | +34.6% | +70.3% | -35.7% | -3.1% |
| 3Y | +246.7% | +54.5% | +192.2% | +145.7% |
| 5Y | +244.5% | +43.1% | +201.4% | +115.9% |
| All | +977.2% | +66.9% | +910.3% | +561.9% |
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