+256.5%
THC vs CRL
-12.1%
+268.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +5.3% | +11.9% | -6.6% | +1.7% |
| 3M | +7.1% | +20.2% | -13.1% | +1.3% |
| 6M | +46.0% | +107.5% | -61.5% | +19.1% |
| YTD | +43.9% | +69.4% | -25.5% | +22.3% |
| 1Y | +45.4% | +99.7% | -54.3% | +17.2% |
| 3Y | +421.3% | +98.8% | +322.5% | +279.9% |
| All | +256.5% | -12.1% | +268.6% | +290.9% |
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 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