+320.5%
TMUS vs CNI
+607.5%
-287.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | -2.1% | +2.2% | +1.1% |
| 30D | +5.3% | -3.3% | +8.5% | +7.0% |
| 3M | +3.1% | +3.8% | -0.7% | +0.8% |
| 6M | -16.5% | +12.7% | -29.1% | -22.4% |
| YTD | -9.2% | +26.3% | -35.4% | -21.0% |
| 1Y | -26.5% | +29.9% | -56.4% | -37.3% |
| 3Y | +39.0% | +15.9% | +23.1% | +22.4% |
| 5Y | +40.4% | +6.9% | +33.4% | +25.9% |
| 10Y | +303.7% | +126.8% | +176.9% | +115.6% |
| All | +320.5% | +607.5% | -287.1% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling