+448.8%
THC vs CLBK
+51.8%
+397.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | +7.5% | +1.8% | +5.7% | +7.1% |
| 30D | +9.6% | +5.1% | +4.5% | +8.4% |
| 3M | +10.3% | +5.2% | +5.1% | +9.0% |
| 6M | +51.8% | +28.6% | +23.2% | +43.4% |
| YTD | +45.4% | +61.4% | -16.0% | +29.8% |
| 1Y | +40.8% | +64.7% | -23.9% | +24.8% |
| 3Y | +448.8% | +55.1% | +393.7% | +368.7% |
| All | +448.8% | +51.8% | +397.0% | +368.7% |
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