+789.2%
TMUS vs CPAY
+1,748.9%
-959.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | +7.7% | +17.6% | -9.9% | +3.0% |
| 3M | -6.8% | +8.7% | -15.5% | -8.9% |
| 6M | -9.7% | +39.5% | -49.2% | -17.7% |
| YTD | -15.0% | +53.6% | -68.5% | -25.7% |
| 1Y | -19.1% | +63.3% | -82.4% | -30.8% |
| 3Y | +21.4% | +101.7% | -80.3% | -6.1% |
| 5Y | +51.2% | +91.4% | -40.2% | +16.3% |
| 10Y | +240.2% | +221.7% | +18.5% | +101.1% |
| All | +789.2% | +1,748.9% | -959.6% | +122.4% |
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