+41.9%
TMUS vs CNI
+10.3%
+31.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | +0.1% | -2.1% | +2.2% | +0.5% |
| 3M | -0.6% | +1.8% | -2.4% | -1.2% |
| 6M | -17.5% | +14.8% | -32.4% | -20.4% |
| YTD | -11.3% | +25.4% | -36.6% | -16.3% |
| 1Y | -25.4% | +32.9% | -58.3% | -30.8% |
| 3Y | +35.5% | +20.2% | +15.3% | +26.6% |
| 5Y | +41.9% | +12.2% | +29.7% | +31.8% |
| All | +41.9% | +10.3% | +31.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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