+1,090.4%
CCI vs THC
+318.9%
+771.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +3.2% | +8.8% | -5.6% | +2.2% |
| 30D | +12.2% | +10.0% | +2.1% | +10.9% |
| 3M | +23.1% | +11.7% | +11.5% | +21.5% |
| 6M | +1.3% | +52.5% | -51.2% | -4.2% |
| YTD | +4.5% | +46.1% | -41.6% | -1.0% |
| 1Y | +2.3% | +49.1% | -46.8% | -3.4% |
| 3Y | +9.8% | +439.6% | -429.8% | -13.0% |
| 5Y | -36.5% | +263.2% | -299.7% | -48.5% |
| 10Y | +64.7% | +1,900.5% | -1,835.8% | -2.9% |
| All | +1,090.4% | +318.9% | +771.6% | +466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling