+138.1%
CMS vs THC
+1,758.3%
-1,620.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.5% | +8.8% | -8.3% | -0.2% |
| 30D | +7.4% | +10.0% | -2.6% | +6.6% |
| 3M | +1.9% | +11.7% | -9.8% | +0.9% |
| 6M | -2.3% | +52.5% | -54.8% | -5.7% |
| YTD | +3.0% | +46.1% | -43.1% | -0.5% |
| 1Y | -2.8% | +49.1% | -51.9% | -6.2% |
| 3Y | +37.9% | +439.6% | -401.7% | +19.2% |
| 5Y | +34.0% | +263.2% | -229.2% | +16.9% |
| 10Y | +138.1% | +1,900.5% | -1,762.4% | +88.3% |
| All | +138.1% | +1,758.3% | -1,620.2% | +88.3% |
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