+52.1%
TMUS vs CNH
-16.3%
+68.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | +6.5% | +6.4% | +0.1% | +5.6% |
| 30D | +11.3% | -1.6% | +12.9% | +11.4% |
| 3M | -2.9% | +11.6% | -14.4% | -4.3% |
| 6M | -10.5% | +12.5% | -23.1% | -12.1% |
| YTD | -14.4% | +31.1% | -45.5% | -17.6% |
| 1Y | -17.9% | +17.0% | -34.9% | -20.0% |
| 3Y | +21.9% | +28.7% | -6.9% | +14.0% |
| 5Y | +52.1% | -17.4% | +69.5% | +53.4% |
| All | +52.1% | -16.3% | +68.4% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling