+43.7%
TMUS vs CPNG
-74.8%
+118.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.9% |
| 7D | +8.2% | -6.2% | +14.4% | +8.6% |
| 30D | +13.4% | +4.6% | +8.7% | +13.0% |
| 3M | -3.0% | -3.1% | +0.1% | -3.0% |
| 6M | -8.8% | -0.9% | -7.9% | -9.1% |
| YTD | -13.8% | -32.2% | +18.4% | -12.0% |
| 1Y | -17.1% | -44.2% | +27.1% | -14.1% |
| 3Y | +22.7% | +4.4% | +18.3% | +19.0% |
| 5Y | +52.8% | -45.2% | +98.1% | +47.8% |
| All | +43.7% | -74.8% | +118.5% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling