+895.8%
CCI vs THC
+282.5%
+613.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.2% |
| 6M | -14.8% | +8.3% | -23.1% | -16.1% |
| YTD | -12.6% | +33.4% | -46.0% | -16.2% |
| 1Y | -16.7% | +37.7% | -54.4% | -20.7% |
| 3Y | -10.5% | +236.8% | -247.3% | -25.1% |
| 5Y | -51.4% | +249.3% | -300.7% | -60.4% |
| 10Y | +20.0% | +995.2% | -975.2% | -24.1% |
| All | +895.8% | +282.5% | +613.3% | +378.9% |
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