-26.5%
TMUS vs CCL
-23.9%
-2.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -5.0% | +5.1% | -0.2% |
| 30D | +5.3% | -20.3% | +25.6% | +3.9% |
| 3M | +3.1% | -15.1% | +18.3% | +2.0% |
| 6M | -16.5% | -15.1% | -1.3% | -16.9% |
| YTD | -9.2% | -21.8% | +12.6% | -10.6% |
| 1Y | -26.5% | -24.8% | -1.7% | -27.5% |
| All | -26.5% | -23.9% | -2.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling