+320.5%
TMUS vs CNC
+1,029.1%
-708.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.1% |
| 7D | +0.1% | +3.5% | -3.5% | -0.7% |
| 30D | +5.3% | +0.1% | +5.2% | +5.1% |
| 3M | +3.1% | +6.9% | -3.8% | +1.2% |
| 6M | -16.5% | +49.0% | -65.5% | -24.6% |
| YTD | -9.2% | +62.9% | -72.1% | -20.0% |
| 1Y | -26.5% | +134.0% | -160.5% | -41.0% |
| 3Y | +39.0% | +9.4% | +29.6% | +26.1% |
| 5Y | +40.4% | +4.1% | +36.2% | +27.2% |
| 10Y | +303.7% | +95.4% | +208.3% | +193.1% |
| All | +320.5% | +1,029.1% | -708.6% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling