+849.8%
TMUS vs CPAY
+1,565.5%
-715.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.5% |
| 30D | +5.3% | +5.5% | -0.3% | +3.8% |
| 3M | +3.1% | +16.6% | -13.4% | -1.2% |
| 6M | -16.5% | +26.7% | -43.1% | -22.3% |
| YTD | -9.2% | +38.4% | -47.5% | -18.4% |
| 1Y | -26.5% | +30.1% | -56.6% | -33.1% |
| 3Y | +39.0% | +52.6% | -13.6% | +16.8% |
| 5Y | +40.4% | +59.0% | -18.6% | +13.8% |
| 10Y | +303.7% | +148.4% | +155.3% | +159.8% |
| All | +849.8% | +1,565.5% | -715.7% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling