+1,080.4%
CCI vs THC
+308.8%
+771.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.5% |
| 7D | -0.1% | +3.7% | -3.8% | -0.5% |
| 30D | +28.4% | +9.0% | +19.3% | +27.1% |
| 3M | +20.0% | +10.4% | +9.6% | +18.5% |
| 6M | +0.8% | +45.7% | -44.9% | -4.1% |
| YTD | +3.6% | +42.6% | -39.0% | -1.5% |
| 1Y | +6.1% | +38.8% | -32.7% | +1.0% |
| 3Y | +7.2% | +418.8% | -411.6% | -14.7% |
| 5Y | -37.0% | +275.7% | -312.7% | -49.1% |
| 10Y | +54.2% | +1,496.2% | -1,442.1% | -6.8% |
| All | +1,080.4% | +308.8% | +771.6% | +463.0% |
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