+261.2%
THC vs CLBK
+57.4%
+203.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | +1.3% | +9.1% | -7.9% | -0.7% |
| 3M | +64.2% | +27.7% | +36.6% | +55.3% |
| 6M | +8.3% | +40.8% | -32.6% | -0.1% |
| YTD | +33.4% | +66.4% | -33.0% | +17.8% |
| 1Y | +37.7% | +72.4% | -34.7% | +19.9% |
| All | +261.2% | +57.4% | +203.8% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling