+237.8%
TMUS vs CPAY
+219.9%
+17.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | +7.7% | +17.6% | -9.9% | +3.9% |
| 3M | -6.8% | +8.7% | -15.5% | -8.5% |
| 6M | -9.7% | +39.5% | -49.2% | -16.1% |
| YTD | -15.0% | +53.6% | -68.5% | -23.7% |
| 1Y | -19.1% | +63.3% | -82.4% | -28.6% |
| 3Y | +21.4% | +101.7% | -80.3% | -1.6% |
| 5Y | +51.2% | +91.4% | -40.2% | +22.1% |
| All | +237.8% | +219.9% | +17.9% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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