+321.2%
CMG vs THC
+1,021.1%
-699.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.9% |
| 30D | +12.9% | +1.5% | +11.4% | +12.6% |
| 3M | +18.8% | +59.9% | -41.1% | +9.5% |
| 6M | +4.1% | +11.0% | -6.9% | +1.5% |
| YTD | -2.4% | +32.6% | -34.9% | -7.9% |
| 1Y | -6.7% | +37.4% | -44.0% | -12.7% |
| 3Y | -7.1% | +252.5% | -259.7% | -27.3% |
| 5Y | -5.0% | +262.3% | -267.3% | -27.9% |
| All | +321.2% | +1,021.1% | -699.9% | +149.2% |
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