+240.8%
TMUS vs CPRT
+382.0%
-141.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +9.5% | +4.0% | +5.5% | +8.1% |
| 30D | +13.8% | +18.2% | -4.4% | +7.9% |
| 3M | -4.6% | +9.2% | -13.7% | -7.7% |
| 6M | -11.7% | -4.8% | -6.9% | -11.1% |
| YTD | -15.4% | -17.5% | +2.1% | -11.3% |
| 1Y | -16.1% | -22.0% | +5.9% | -10.5% |
| 3Y | +20.5% | -33.7% | +54.2% | +33.0% |
| 5Y | +48.7% | -15.0% | +63.7% | +46.4% |
| 10Y | +240.8% | +385.2% | -144.4% | +111.0% |
| All | +240.8% | +382.0% | -141.2% | +111.0% |
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