+238.5%
TMUS vs CFG
+221.6%
+16.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +9.5% | +0.7% | +8.8% | +9.4% |
| 30D | +13.8% | +2.8% | +11.0% | +13.2% |
| 3M | -4.6% | -10.1% | +5.5% | -2.6% |
| 6M | -11.7% | +3.2% | -14.9% | -12.3% |
| YTD | -15.4% | +14.2% | -29.6% | -18.1% |
| 1Y | -16.1% | +27.4% | -43.5% | -20.7% |
| 3Y | +20.5% | +187.6% | -167.1% | -6.8% |
| 5Y | +48.7% | +65.7% | -16.9% | +27.6% |
| All | +238.5% | +221.6% | +16.8% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling