+15,688.1%
CMI vs THC
+557.1%
+15,131.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | -14.0% | +5.3% | -19.3% | -14.9% |
| 3M | -28.1% | +7.1% | -35.2% | -29.2% |
| 6M | -35.8% | +46.0% | -81.9% | -40.4% |
| YTD | -10.5% | +43.9% | -54.4% | -17.1% |
| 1Y | -1.9% | +45.4% | -47.3% | -9.3% |
| 3Y | +121.0% | +421.3% | -300.3% | +61.1% |
| 5Y | +114.6% | +261.5% | -146.9% | +60.3% |
| 10Y | +325.5% | +1,865.8% | -1,540.4% | +105.2% |
| All | +15,688.1% | +557.1% | +15,131.0% | +6,099.6% |
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