+48.0%
TMUS vs CPNG
-76.8%
+124.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -5.3% | -7.6% | +2.3% | -4.9% |
| 30D | +0.1% | -8.8% | +8.9% | +0.7% |
| 3M | -0.6% | -7.2% | +6.6% | -0.4% |
| 6M | -17.5% | -21.5% | +4.0% | -16.6% |
| YTD | -11.3% | -37.4% | +26.2% | -8.8% |
| 1Y | -25.4% | -54.3% | +29.0% | -21.5% |
| 3Y | +35.5% | -20.3% | +55.8% | +34.5% |
| 5Y | +41.9% | -51.2% | +93.1% | +38.1% |
| All | +48.0% | -76.8% | +124.8% | +42.8% |
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