+254.0%
THC vs CLBK
+42.8%
+211.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | +1.3% | +9.1% | -7.9% | -0.9% |
| 3M | +64.2% | +27.7% | +36.6% | +54.5% |
| 6M | +8.3% | +40.8% | -32.6% | -0.7% |
| YTD | +33.4% | +66.4% | -33.0% | +16.8% |
| 1Y | +37.7% | +72.4% | -34.7% | +18.9% |
| 3Y | +236.8% | +50.7% | +186.1% | +193.9% |
| All | +254.0% | +42.8% | +211.2% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling