+42.0%
TMUS vs CPB
-39.5%
+81.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.6% |
| 7D | +0.1% | -8.6% | +8.7% | +2.2% |
| 30D | +5.3% | -7.2% | +12.5% | +7.0% |
| 3M | +3.1% | +0.9% | +2.2% | +2.8% |
| 6M | -16.5% | -11.8% | -4.6% | -14.4% |
| YTD | -9.2% | -19.4% | +10.2% | -5.2% |
| 1Y | -26.5% | -30.4% | +3.9% | -20.9% |
| 3Y | +39.0% | -40.2% | +79.2% | +52.6% |
| All | +42.0% | -39.5% | +81.5% | +48.7% |
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