+43.0%
TMUS vs CCL
0.0%
+42.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | +3.1% | -20.0% | +23.1% | +4.6% |
| 3M | +2.4% | -13.7% | +16.1% | +3.3% |
| 6M | -17.1% | -9.0% | -8.1% | -16.9% |
| YTD | -9.1% | -22.8% | +13.7% | -8.1% |
| 1Y | -23.6% | -25.3% | +1.7% | -22.7% |
| 3Y | +38.8% | +54.1% | -15.2% | +29.1% |
| 5Y | +43.0% | +3.5% | +39.5% | +34.9% |
| All | +43.0% | 0.0% | +42.9% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling