+276.8%
THC vs CPB
-31.3%
+308.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +3.7% | +8.0% | -4.3% | +2.7% |
| 30D | +9.0% | +22.4% | -13.3% | +6.2% |
| 3M | +10.4% | +2.5% | +7.9% | +9.8% |
| 6M | +45.7% | +12.2% | +33.4% | +43.3% |
| YTD | +42.6% | -12.8% | +55.4% | +44.2% |
| 1Y | +38.8% | -19.2% | +57.9% | +41.4% |
| 3Y | +418.8% | -35.6% | +454.4% | +435.2% |
| All | +276.8% | -31.3% | +308.1% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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