+309.1%
TMUS vs CNP
+135.4%
+173.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | +3.1% | -0.8% | +3.9% | +3.3% |
| 3M | +2.4% | -3.6% | +6.0% | +3.6% |
| 6M | -17.1% | -6.9% | -10.1% | -15.1% |
| YTD | -9.1% | +6.4% | -15.5% | -11.3% |
| 1Y | -23.6% | +9.9% | -33.6% | -26.4% |
| 3Y | +38.8% | +53.1% | -14.3% | +18.3% |
| 5Y | +43.0% | +72.0% | -29.0% | +16.5% |
| 10Y | +309.1% | +131.5% | +177.6% | +191.7% |
| All | +309.1% | +135.4% | +173.7% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling