+320.5%
TMUS vs CCL
-24.9%
+345.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -5.0% | +5.1% | +1.1% |
| 30D | +5.3% | -20.3% | +25.6% | +9.9% |
| 3M | +3.1% | -15.1% | +18.3% | +6.1% |
| 6M | -16.5% | -15.1% | -1.3% | -15.0% |
| YTD | -9.2% | -21.8% | +12.6% | -6.6% |
| 1Y | -26.5% | -24.8% | -1.7% | -24.4% |
| 3Y | +39.0% | +51.9% | -12.8% | +17.1% |
| 5Y | +40.4% | +4.0% | +36.3% | +18.0% |
| 10Y | +303.7% | -42.2% | +345.9% | +223.2% |
| All | +320.5% | -24.9% | +345.4% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling