+495.9%
CMI vs THC
+1,021.1%
-525.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -12.8% | +1.5% | -14.3% | -13.0% |
| 3M | -12.4% | +59.9% | -72.3% | -18.5% |
| 6M | -0.9% | +11.0% | -11.8% | -3.0% |
| YTD | +8.9% | +32.6% | -23.7% | +3.6% |
| 1Y | +37.7% | +37.4% | +0.3% | +30.1% |
| 3Y | +148.9% | +252.5% | -103.7% | +102.0% |
| 5Y | +164.4% | +262.3% | -98.0% | +107.8% |
| All | +495.9% | +1,021.1% | -525.2% | +282.8% |
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 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