+47.9%
TMUS vs CPNG
-76.9%
+124.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -5.8% | -5.4% | -0.4% | -5.4% |
| 30D | -0.2% | -11.1% | +10.9% | +0.5% |
| 3M | -4.0% | -3.0% | -1.0% | -4.0% |
| 6M | -18.1% | -23.5% | +5.4% | -17.0% |
| YTD | -11.3% | -37.8% | +26.5% | -8.9% |
| 1Y | -24.7% | -54.3% | +29.6% | -20.8% |
| 3Y | +35.4% | -20.8% | +56.2% | +34.4% |
| 5Y | +42.4% | -51.1% | +93.5% | +38.6% |
| All | +47.9% | -76.9% | +124.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPNG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling