+3,981.8%
CMG vs THC
+884.6%
+3,097.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +8.0% | +8.8% | -0.8% | +6.7% |
| 30D | +13.7% | +10.0% | +3.7% | +12.1% |
| 3M | +11.8% | +11.7% | +0.1% | +9.9% |
| 6M | +10.6% | +52.5% | -41.9% | +3.2% |
| YTD | -2.9% | +46.1% | -49.0% | -9.4% |
| 1Y | +17.8% | +49.1% | -31.3% | +9.5% |
| 3Y | -15.3% | +439.6% | -454.9% | -36.3% |
| 5Y | -0.9% | +263.2% | -264.0% | -22.9% |
| 10Y | +358.4% | +1,900.5% | -1,542.1% | +149.0% |
| All | +3,981.8% | +884.6% | +3,097.2% | +1,787.8% |
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