+38.8%
TMUS vs CPNG
-19.7%
+58.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.1% |
| 7D | -0.3% | -6.3% | +6.0% | -0.2% |
| 30D | +3.1% | -8.7% | +11.9% | +3.2% |
| 3M | +2.4% | -2.4% | +4.9% | +2.4% |
| 6M | -17.1% | -22.3% | +5.3% | -16.8% |
| YTD | -9.1% | -37.2% | +28.1% | -8.0% |
| 1Y | -23.6% | -53.0% | +29.4% | -21.8% |
| 3Y | +38.8% | -20.0% | +58.9% | +40.5% |
| All | +38.8% | -19.7% | +58.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling