+23.0%
TMUS vs CNC
-2.1%
+25.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +8.2% | -7.3% | +15.4% | +8.7% |
| 30D | +13.4% | +5.2% | +8.2% | +12.9% |
| 3M | -3.0% | +8.6% | -11.7% | -3.7% |
| 6M | -8.8% | +25.1% | -33.8% | -10.3% |
| YTD | -13.8% | +71.3% | -85.1% | -16.8% |
| 1Y | -17.1% | +99.3% | -116.4% | -20.7% |
| All | +23.0% | -2.1% | +25.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling