+897.9%
THC vs CPAY
+1,565.5%
-667.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.7% | +2.1% | -2.7% | -1.8% |
| 30D | +1.3% | +5.5% | -4.3% | -1.7% |
| 3M | +64.2% | +16.6% | +47.7% | +51.4% |
| 6M | +8.3% | +26.7% | -18.4% | -5.6% |
| YTD | +33.4% | +38.4% | -5.0% | +8.8% |
| 1Y | +37.7% | +30.1% | +7.5% | +14.8% |
| 3Y | +236.8% | +52.6% | +184.2% | +145.6% |
| 5Y | +249.3% | +59.0% | +190.3% | +142.3% |
| 10Y | +995.2% | +148.4% | +846.9% | +523.0% |
| All | +897.9% | +1,565.5% | -667.6% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 all: compounded portfolio wealth divided by compounded CPAY 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…
all analysis · Full analysis span regression · 6 months rolling