+49.1%
THC vs CRL
+106.9%
-57.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.4% |
| 7D | +8.8% | -1.7% | +10.6% | +8.8% |
| 30D | +10.0% | +14.6% | -4.5% | +9.9% |
| 3M | +11.7% | +24.8% | -13.2% | +11.5% |
| 6M | +52.5% | +94.7% | -42.2% | +54.0% |
| YTD | +46.1% | +73.4% | -27.3% | +46.3% |
| 1Y | +49.1% | +104.7% | -55.6% | +41.9% |
| All | +49.1% | +106.9% | -57.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling