+289.9%
THC vs CRL
+1,630.9%
-1,341.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -3.9% |
| 7D | +3.7% | -6.1% | +9.8% | +5.4% |
| 30D | +9.0% | +12.4% | -3.3% | +3.4% |
| 3M | +10.4% | +27.1% | -16.7% | -0.7% |
| 6M | +45.7% | +85.7% | -40.1% | +12.2% |
| YTD | +42.6% | +69.2% | -26.6% | +11.1% |
| 1Y | +38.8% | +97.5% | -58.8% | +1.5% |
| 3Y | +418.8% | +86.1% | +332.7% | +253.0% |
| 5Y | +275.7% | -10.0% | +285.7% | +237.5% |
| 10Y | +1,496.2% | +395.0% | +1,101.3% | +638.6% |
| All | +289.9% | +1,630.9% | -1,341.0% | +56.2% |
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 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