-5.0%
CMG vs THC
+253.4%
-258.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -1.5% | -2.6% | +1.1% | -1.2% |
| 30D | +12.7% | -1.2% | +13.9% | +12.8% |
| 3M | +26.3% | +58.9% | -32.7% | +18.9% |
| 6M | +4.5% | +9.3% | -4.8% | +3.0% |
| YTD | -0.1% | +30.4% | -30.5% | -3.9% |
| 1Y | -6.8% | +34.6% | -41.4% | -10.9% |
| 3Y | -5.0% | +246.7% | -251.7% | -17.6% |
| All | -5.0% | +253.4% | -258.4% | -17.6% |
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