+25.9%
CMS vs THC
+250.3%
-224.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | -3.6% | +1.3% | -4.9% | -3.7% |
| 3M | -1.9% | +64.2% | -66.2% | -6.2% |
| 6M | -11.0% | +8.3% | -19.2% | -11.9% |
| YTD | +0.2% | +33.4% | -33.2% | -2.8% |
| 1Y | -1.3% | +37.7% | -39.0% | -4.7% |
| 3Y | +35.9% | +236.8% | -200.9% | +18.1% |
| All | +25.9% | +250.3% | -224.4% | +5.8% |
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