-50.7%
CCI vs THC
+250.3%
-301.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -0.4% | -0.7% | +0.2% | -0.3% |
| 30D | +2.7% | +1.3% | +1.4% | +2.5% |
| 3M | -18.2% | +64.2% | -82.5% | -24.3% |
| 6M | -14.8% | +8.3% | -23.1% | -16.2% |
| YTD | -12.6% | +33.4% | -46.0% | -16.9% |
| 1Y | -16.7% | +37.7% | -54.4% | -21.5% |
| 3Y | -10.5% | +236.8% | -247.3% | -31.3% |
| All | -50.7% | +250.3% | -301.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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