+299.5%
THC vs CRL
+1,673.3%
-1,373.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.2% |
| 7D | +8.8% | -1.7% | +10.6% | +8.9% |
| 30D | +10.0% | +14.6% | -4.5% | +3.5% |
| 3M | +11.7% | +24.8% | -13.2% | +1.2% |
| 6M | +52.5% | +94.7% | -42.2% | +15.4% |
| YTD | +46.1% | +73.4% | -27.3% | +12.8% |
| 1Y | +49.1% | +104.7% | -55.6% | +7.6% |
| 3Y | +439.6% | +101.1% | +338.6% | +255.6% |
| 5Y | +263.2% | -10.8% | +273.9% | +227.5% |
| 10Y | +1,900.5% | +358.8% | +1,541.7% | +852.9% |
| All | +299.5% | +1,673.3% | -1,373.9% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling