+320.5%
TMUS vs CNP
+356.1%
-35.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +5.3% | -1.8% | +7.1% | +6.0% |
| 3M | +3.1% | -4.6% | +7.8% | +5.2% |
| 6M | -16.5% | -8.8% | -7.6% | -13.1% |
| YTD | -9.2% | +5.2% | -14.4% | -11.7% |
| 1Y | -26.5% | +8.3% | -34.8% | -29.5% |
| 3Y | +39.0% | +54.9% | -15.9% | +11.0% |
| 5Y | +40.4% | +73.5% | -33.1% | +4.9% |
| 10Y | +303.7% | +139.1% | +164.6% | +132.3% |
| All | +320.5% | +356.1% | -35.6% | +54.4% |
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