+305.7%
TMUS vs CPAY
+155.3%
+150.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -4.0% | +17.0% | -21.0% | -7.2% |
| 6M | -18.1% | +24.1% | -42.2% | -22.2% |
| YTD | -11.3% | +35.7% | -47.1% | -18.2% |
| 1Y | -24.7% | +34.0% | -58.8% | -30.6% |
| 3Y | +35.4% | +50.3% | -14.9% | +18.1% |
| 5Y | +42.4% | +56.7% | -14.2% | +20.5% |
| All | +305.7% | +155.3% | +150.3% | +201.2% |
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