+35.3%
CMS vs THC
+262.3%
-227.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -0.9% | +7.5% | -8.4% | -1.5% |
| 30D | +7.1% | +9.6% | -2.5% | +6.2% |
| 3M | -1.3% | +10.3% | -11.5% | -2.2% |
| 6M | -2.7% | +51.8% | -54.5% | -6.4% |
| YTD | +2.6% | +45.4% | -42.8% | -1.3% |
| 1Y | -2.0% | +40.8% | -42.8% | -5.5% |
| 3Y | +39.6% | +448.8% | -409.2% | +15.5% |
| 5Y | +35.3% | +263.4% | -228.0% | +13.0% |
| All | +35.3% | +262.3% | -227.0% | +13.0% |
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