-16.3%
TMUS vs CCL
+16.1%
-32.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +4.3% |
| 7D | +5.3% | +3.1% | +2.3% | +5.4% |
| 30D | +13.5% | +17.5% | -4.0% | +14.5% |
| 3M | -4.2% | +6.8% | -11.1% | -3.9% |
| 6M | -11.9% | +18.7% | -30.6% | -10.8% |
| YTD | -15.6% | +3.0% | -18.6% | -15.9% |
| All | -16.3% | +16.1% | -32.5% | -15.6% |
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