+51.8%
TMUS vs CNP
+74.5%
-22.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.4% |
| 30D | +7.7% | +3.8% | +3.9% | +6.1% |
| 3M | -6.8% | +2.4% | -9.2% | -7.8% |
| 6M | -9.7% | -1.2% | -8.5% | -9.5% |
| YTD | -15.0% | +9.3% | -24.2% | -18.2% |
| 1Y | -19.1% | +6.4% | -25.6% | -21.4% |
| 3Y | +21.4% | +66.4% | -44.9% | -2.1% |
| All | +51.8% | +74.5% | -22.7% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling