+950.1%
THC vs CRL
+241.6%
+708.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | -1.2% | +5.0% | -6.1% | -3.5% |
| 3M | +58.9% | +50.6% | +8.3% | +32.1% |
| 6M | +9.3% | +60.9% | -51.6% | -13.5% |
| YTD | +30.4% | +40.7% | -10.4% | +7.7% |
| 1Y | +34.6% | +73.3% | -38.7% | -0.8% |
| 3Y | +246.7% | +40.6% | +206.1% | +151.7% |
| 5Y | +244.5% | -37.0% | +281.5% | +302.7% |
| 10Y | +950.1% | +244.3% | +705.8% | +268.4% |
| All | +950.1% | +241.6% | +708.5% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling