+51.8%
TMUS vs CNI
+8.1%
+43.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +4.9% | +2.5% | +2.4% | +4.4% |
| 30D | +7.7% | +6.1% | +1.6% | +6.4% |
| 3M | -6.8% | +0.1% | -6.9% | -6.9% |
| 6M | -9.7% | +14.9% | -24.6% | -12.4% |
| YTD | -15.0% | +30.9% | -45.8% | -20.5% |
| 1Y | -19.1% | +33.9% | -53.0% | -24.9% |
| 3Y | +21.4% | +20.2% | +1.2% | +14.2% |
| All | +51.8% | +8.1% | +43.7% | +44.1% |
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