+293.7%
TMUS vs CNC
+1,100.3%
-806.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.9% |
| 7D | +4.9% | +2.2% | +2.7% | +4.4% |
| 30D | +7.7% | +1.6% | +6.1% | +7.0% |
| 3M | -6.8% | +7.9% | -14.7% | -8.7% |
| 6M | -9.7% | +21.2% | -30.9% | -14.2% |
| YTD | -15.0% | +73.2% | -88.1% | -26.4% |
| 1Y | -19.1% | +97.5% | -116.6% | -32.2% |
| 3Y | +21.4% | -1.2% | +22.6% | +13.0% |
| 5Y | +51.2% | -6.1% | +57.2% | +40.6% |
| 10Y | +240.2% | +181.3% | +58.9% | +127.6% |
| All | +293.7% | +1,100.3% | -806.7% | +50.4% |
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