+43.0%
TMUS vs CAH
+400.8%
-357.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.7% |
| 7D | -0.3% | +0.5% | -0.7% | -0.4% |
| 30D | +3.1% | +1.7% | +1.4% | +2.7% |
| 3M | +2.4% | +17.9% | -15.5% | -1.5% |
| 6M | -17.1% | +10.9% | -28.0% | -19.2% |
| YTD | -9.1% | +17.9% | -26.9% | -13.1% |
| 1Y | -23.6% | +61.7% | -85.3% | -33.8% |
| 3Y | +38.8% | +183.7% | -144.9% | -3.5% |
| 5Y | +43.0% | +401.3% | -358.4% | -28.0% |
| All | +43.0% | +400.8% | -357.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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