+234.7%
TMUS vs CPB
-39.9%
+274.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | +5.3% | +3.3% | +2.1% | +4.6% |
| 30D | +13.5% | +19.0% | -5.5% | +9.5% |
| 3M | -4.2% | +0.4% | -4.7% | -4.6% |
| 6M | -11.9% | +13.0% | -24.9% | -14.3% |
| YTD | -15.6% | -12.7% | -2.8% | -14.0% |
| 1Y | -16.8% | -20.9% | +4.1% | -13.7% |
| 3Y | +20.8% | -35.4% | +56.2% | +29.0% |
| 5Y | +48.0% | -32.3% | +80.3% | +56.3% |
| 10Y | +234.7% | -40.5% | +275.3% | +229.1% |
| All | +234.7% | -39.9% | +274.7% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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