+245.8%
THC vs CRL
+38.0%
+207.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | -0.7% | -1.0% | +0.4% | -0.5% |
| 30D | +1.3% | +10.7% | -9.4% | -0.2% |
| 3M | +64.2% | +55.3% | +9.0% | +54.7% |
| 6M | +8.3% | +60.7% | -52.4% | +1.2% |
| YTD | +33.4% | +44.6% | -11.2% | +26.2% |
| 1Y | +37.7% | +77.7% | -40.1% | +25.0% |
| All | +245.8% | +38.0% | +207.8% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling