+299.5%
CME vs THC
+1,325.8%
-1,026.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -0.6% | +7.5% | -8.0% | -1.3% |
| 30D | +8.5% | +9.6% | -1.0% | +7.6% |
| 3M | +16.0% | +10.3% | +5.8% | +14.9% |
| 6M | +9.3% | +51.8% | -42.5% | +4.8% |
| YTD | +15.3% | +45.4% | -30.1% | +10.6% |
| 1Y | +14.4% | +40.8% | -26.4% | +10.0% |
| 3Y | +59.9% | +448.8% | -388.9% | +31.6% |
| 5Y | +69.4% | +263.4% | -193.9% | +42.2% |
| 10Y | +299.5% | +1,800.1% | -1,500.6% | +177.6% |
| All | +299.5% | +1,325.8% | -1,026.3% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling