+254.0%
THC vs CRL
-35.5%
+289.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.0% |
| 7D | -0.7% | -1.0% | +0.4% | -0.5% |
| 30D | +1.3% | +10.7% | -9.4% | -1.4% |
| 3M | +64.2% | +55.3% | +9.0% | +46.5% |
| 6M | +8.3% | +60.7% | -52.4% | -5.1% |
| YTD | +33.4% | +44.6% | -11.2% | +19.2% |
| 1Y | +37.7% | +77.7% | -40.1% | +14.8% |
| 3Y | +236.8% | +37.6% | +199.2% | +187.2% |
| All | +254.0% | -35.5% | +289.5% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling