+41.9%
TMUS vs CNC
+2.3%
+39.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.3% | -4.9% | -0.4% | -4.7% |
| 30D | +0.1% | -3.8% | +3.9% | +0.5% |
| 3M | -0.6% | -3.2% | +2.6% | -0.4% |
| 6M | -17.5% | +47.9% | -65.4% | -21.9% |
| YTD | -11.3% | +55.7% | -66.9% | -16.7% |
| 1Y | -25.4% | +106.2% | -131.6% | -33.0% |
| 3Y | +35.5% | -2.1% | +37.6% | +32.0% |
| 5Y | +41.9% | +3.4% | +38.5% | +37.9% |
| All | +41.9% | +2.3% | +39.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling