+10.9%
CMG vs THC
+46.1%
-35.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.6% | -3.8% | +5.5% |
| 7D | +22.5% | +8.8% | +13.7% | +22.2% |
| 30D | +14.1% | +12.6% | +1.5% | +13.8% |
| 3M | +4.1% | +15.4% | -11.3% | +3.9% |
| 6M | +10.1% | +57.7% | -47.6% | +8.9% |
| YTD | -4.9% | +47.1% | -51.9% | -4.5% |
| 1Y | +10.9% | +40.7% | -29.8% | +11.9% |
| All | +10.9% | +46.1% | -35.2% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling