+288.0%
CME vs THC
+1,758.3%
-1,470.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +1.7% | +8.8% | -7.2% | +0.8% |
| 30D | +10.2% | +10.0% | +0.1% | +9.1% |
| 3M | +17.8% | +11.7% | +6.1% | +16.5% |
| 6M | +11.0% | +52.5% | -41.5% | +6.3% |
| YTD | +17.0% | +46.1% | -29.0% | +12.2% |
| 1Y | +15.8% | +49.1% | -33.3% | +10.7% |
| 3Y | +61.8% | +439.6% | -377.9% | +33.2% |
| 5Y | +72.5% | +263.2% | -190.7% | +44.6% |
| 10Y | +288.0% | +1,900.5% | -1,612.5% | +162.5% |
| All | +288.0% | +1,758.3% | -1,470.3% | +162.5% |
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