+459.7%
CMS vs THC
+508.9%
-49.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3Y | +35.9% | +236.8% | -200.9% | +20.1% |
| 5Y | +23.1% | +249.3% | -226.2% | +6.2% |
| 10Y | +117.9% | +995.2% | -877.3% | +57.3% |
| All | +459.7% | +508.9% | -49.2% | +240.0% |
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 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