+33.0%
TMUS vs CPAY
+48.3%
-15.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.3% | -2.5% | -2.8% | -5.1% |
| 30D | +0.1% | +1.3% | -1.2% | 0.0% |
| 3M | -0.6% | +13.5% | -14.1% | -1.6% |
| 6M | -17.5% | +24.7% | -42.3% | -19.0% |
| YTD | -11.3% | +34.9% | -46.2% | -14.1% |
| 1Y | -25.4% | +29.7% | -55.1% | -27.4% |
| All | +33.0% | +48.3% | -15.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling