+51.5%
TMUS vs CPNG
-75.9%
+127.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.4% |
| 7D | +0.1% | -7.4% | +7.5% | +0.6% |
| 30D | +5.3% | -4.4% | +9.7% | +5.5% |
| 3M | +3.1% | -7.5% | +10.6% | +3.4% |
| 6M | -16.5% | -19.9% | +3.5% | -15.6% |
| YTD | -9.2% | -35.2% | +26.0% | -6.9% |
| 1Y | -26.5% | -46.8% | +20.3% | -23.6% |
| 3Y | +39.0% | -20.2% | +59.2% | +38.0% |
| 5Y | +40.4% | -48.4% | +88.8% | +36.3% |
| All | +51.5% | -75.9% | +127.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling