+65.2%
CME vs THC
+425.2%
-360.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | +13.5% | +7.5% | +6.0% | +13.3% |
| 3M | +20.9% | +7.5% | +13.4% | +20.7% |
| 6M | +11.5% | +46.4% | -34.9% | +10.7% |
| YTD | +19.5% | +44.4% | -24.9% | +18.6% |
| 1Y | +17.2% | +43.4% | -26.2% | +16.4% |
| All | +65.2% | +425.2% | -360.0% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling