-0.9%
CMG vs THC
+266.8%
-267.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +8.0% | +8.8% | -0.8% | +6.3% |
| 30D | +13.7% | +10.0% | +3.7% | +11.7% |
| 3M | +11.8% | +11.7% | +0.1% | +9.3% |
| 6M | +10.6% | +52.5% | -41.9% | +1.1% |
| YTD | -2.9% | +46.1% | -49.0% | -11.2% |
| 1Y | +17.8% | +49.1% | -31.3% | +7.1% |
| 3Y | -15.3% | +439.6% | -454.9% | -45.5% |
| 5Y | -0.9% | +263.2% | -264.0% | -30.4% |
| All | -0.9% | +266.8% | -267.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling