+15.6%
TMUS vs CNH
+7.0%
+8.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | +3.6% | -1.7% | +5.3% | +3.7% |
| 30D | -3.4% | -7.2% | +3.9% | -3.0% |
| 3M | -9.5% | +6.5% | -16.0% | -9.7% |
| 6M | -15.2% | +7.9% | -23.1% | -15.5% |
| YTD | -18.9% | +26.6% | -45.5% | -19.5% |
| 1Y | -17.7% | +13.8% | -31.5% | -18.0% |
| 3Y | +15.6% | +9.2% | +6.4% | +15.9% |
| All | +15.6% | +7.0% | +8.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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