+6,781.2%
CME vs THC
+255.3%
+6,525.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +6.2% | +1.3% | +5.0% | +6.1% |
| 3M | +10.4% | +64.2% | -53.8% | +3.8% |
| 6M | -9.5% | +8.3% | -17.8% | -10.9% |
| YTD | +6.0% | +33.4% | -27.4% | +1.6% |
| 1Y | +9.3% | +37.7% | -28.4% | +4.1% |
| 3Y | +57.7% | +236.8% | -179.1% | +31.5% |
| 5Y | +77.7% | +249.3% | -171.6% | +43.5% |
| 10Y | +281.2% | +995.2% | -714.0% | +135.6% |
| All | +6,781.2% | +255.3% | +6,525.9% | +3,254.8% |
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