+308.5%
TMUS vs CPRT
+426.9%
-118.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.7% |
| 30D | +5.3% | +16.6% | -11.4% | -0.2% |
| 3M | +3.1% | +9.6% | -6.5% | -0.4% |
| 6M | -16.5% | -11.1% | -5.3% | -13.9% |
| YTD | -9.2% | -13.9% | +4.7% | -5.8% |
| 1Y | -26.5% | -32.5% | +6.0% | -17.4% |
| 3Y | +39.0% | -25.0% | +64.1% | +47.3% |
| 5Y | +40.4% | -7.4% | +47.8% | +34.2% |
| All | +308.5% | +426.9% | -118.3% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling