+4,100.0%
CMG vs THC
+799.1%
+3,300.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -2.8% | -0.7% | -2.2% | -2.7% |
| 30D | +7.1% | +1.3% | +5.9% | +6.9% |
| 3M | +31.2% | +64.2% | -33.1% | +21.2% |
| 6M | +0.7% | +8.3% | -7.6% | -1.3% |
| YTD | -0.1% | +33.4% | -33.5% | -5.4% |
| 1Y | -10.7% | +37.7% | -48.4% | -16.1% |
| 3Y | -4.7% | +236.8% | -241.5% | -23.2% |
| 5Y | -3.8% | +249.3% | -253.0% | -24.7% |
| 10Y | +352.5% | +995.2% | -642.8% | +165.2% |
| All | +4,100.0% | +799.1% | +3,300.9% | +1,869.9% |
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 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