+19,478.9%
CMI vs THC
+508.9%
+18,970.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -13.4% | +1.3% | -14.7% | -13.7% |
| 3M | -17.0% | +64.2% | -81.2% | -24.2% |
| 6M | -1.6% | +8.3% | -9.9% | -3.8% |
| YTD | +11.0% | +33.4% | -22.4% | +4.4% |
| 1Y | +41.9% | +37.7% | +4.2% | +32.4% |
| 3Y | +151.8% | +236.8% | -85.0% | +97.6% |
| 5Y | +163.6% | +249.3% | -85.7% | +98.0% |
| 10Y | +472.9% | +995.2% | -522.3% | +203.0% |
| All | +19,478.9% | +508.9% | +18,970.0% | +7,706.6% |
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