+238.4%
TMUS vs CPRT
+398.2%
-159.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +3.6% | +6.0% | -2.5% | +1.6% |
| 30D | -3.4% | +20.0% | -23.4% | -8.8% |
| 3M | -9.5% | +10.1% | -19.6% | -12.7% |
| 6M | -15.2% | -4.3% | -10.9% | -14.8% |
| YTD | -18.9% | -18.4% | -0.5% | -14.7% |
| 1Y | -17.7% | -20.1% | +2.4% | -12.9% |
| 3Y | +15.6% | -30.4% | +46.1% | +25.4% |
| 5Y | +38.9% | -17.0% | +55.9% | +37.8% |
| All | +238.4% | +398.2% | -159.8% | +104.6% |
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