+296.2%
TMUS vs CNP
+370.8%
-74.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +6.5% | +2.5% | +4.0% | +5.3% |
| 30D | +11.3% | +4.0% | +7.2% | +9.1% |
| 3M | -2.9% | +1.6% | -4.5% | -3.9% |
| 6M | -10.5% | -1.7% | -8.8% | -10.2% |
| YTD | -14.4% | +8.6% | -23.0% | -18.2% |
| 1Y | -17.9% | +5.8% | -23.7% | -20.6% |
| 3Y | +21.9% | +63.0% | -41.1% | -5.1% |
| 5Y | +52.1% | +74.7% | -22.5% | +13.4% |
| 10Y | +242.4% | +143.7% | +98.6% | +95.8% |
| All | +296.2% | +370.8% | -74.6% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling