-21.2%
TMUS vs CPRT
-24.7%
+3.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -1.9% | +2.0% |
| 7D | +7.5% | +12.6% | -5.1% | +5.1% |
| 30D | -3.3% | +18.0% | -21.3% | -6.2% |
| 3M | -9.7% | +11.0% | -20.6% | -11.8% |
| 6M | -17.2% | -2.0% | -15.2% | -18.3% |
| YTD | -20.3% | -16.7% | -3.7% | -21.0% |
| 1Y | -21.2% | -23.9% | +2.7% | -19.5% |
| All | -21.2% | -24.7% | +3.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling