+477.8%
CMS vs THC
+558.0%
-80.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +1.7% | +5.9% | -4.2% | +1.1% |
| 30D | +8.6% | +10.8% | -2.2% | +7.6% |
| 3M | -0.5% | +9.4% | -9.9% | -1.3% |
| 6M | -4.2% | +53.3% | -57.4% | -7.9% |
| YTD | +3.4% | +44.2% | -40.7% | -0.3% |
| 1Y | +0.4% | +37.3% | -36.9% | -2.9% |
| 3Y | +38.2% | +421.6% | -383.4% | +17.7% |
| 5Y | +35.4% | +279.8% | -244.4% | +16.1% |
| 10Y | +131.7% | +1,513.9% | -1,382.2% | +61.8% |
| All | +477.8% | +558.0% | -80.2% | +248.5% |
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 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