+238.4%
TMUS vs CNP
+138.0%
+100.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +3.6% | -4.2% | +7.8% | +5.0% |
| 30D | -3.4% | +5.5% | -8.9% | -5.2% |
| 3M | -9.5% | +0.6% | -10.0% | -9.8% |
| 6M | -15.2% | -2.8% | -12.3% | -14.6% |
| YTD | -18.9% | +7.9% | -26.8% | -21.4% |
| 1Y | -17.7% | +6.7% | -24.4% | -19.9% |
| 3Y | +15.6% | +61.1% | -45.5% | -3.2% |
| 5Y | +38.9% | +73.0% | -34.1% | +13.0% |
| All | +238.4% | +138.0% | +100.4% | +164.1% |
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