+126.4%
CMI vs THC
+436.4%
-310.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | -1.8% | +0.2% | -2.1% | -1.8% |
| 30D | -12.2% | +9.0% | -21.2% | -13.2% |
| 3M | -26.5% | +12.9% | -39.5% | -27.8% |
| 6M | -33.6% | +52.8% | -86.5% | -37.8% |
| YTD | -8.3% | +47.4% | -55.7% | -14.0% |
| 1Y | -1.3% | +47.7% | -49.0% | -7.5% |
| All | +126.4% | +436.4% | -310.0% | +67.0% |
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