+34.7%
CMS vs THC
+274.4%
-239.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -1.3% | +3.7% | -5.0% | -1.6% |
| 30D | +6.3% | +9.0% | -2.7% | +5.5% |
| 3M | -2.1% | +10.4% | -12.5% | -3.0% |
| 6M | -5.1% | +45.7% | -50.8% | -8.5% |
| YTD | +1.3% | +42.6% | -41.3% | -2.4% |
| 1Y | -1.4% | +38.8% | -40.2% | -4.8% |
| 3Y | +36.9% | +418.8% | -381.9% | +13.8% |
| All | +34.7% | +274.4% | -239.7% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling