+52.1%
TMUS vs CPB
-34.3%
+86.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +6.5% | -5.8% | +12.3% | +8.1% |
| 30D | +11.3% | +16.5% | -5.2% | +7.2% |
| 3M | -2.9% | -1.1% | -1.8% | -3.0% |
| 6M | -10.5% | +11.5% | -22.0% | -13.0% |
| YTD | -14.4% | -15.7% | +1.3% | -11.9% |
| 1Y | -17.9% | -24.7% | +6.8% | -13.5% |
| 3Y | +21.9% | -37.3% | +59.2% | +31.7% |
| 5Y | +52.1% | -35.0% | +87.2% | +60.2% |
| All | +52.1% | -34.3% | +86.5% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling