+23.0%
TMUS vs CPRT
-33.6%
+56.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +8.2% | -1.4% | +9.5% | +8.5% |
| 30D | +13.4% | +21.5% | -8.1% | +9.4% |
| 3M | -3.0% | +9.4% | -12.5% | -5.0% |
| 6M | -8.8% | -3.3% | -5.5% | -8.9% |
| YTD | -13.8% | -17.8% | +4.0% | -12.0% |
| 1Y | -17.1% | -22.2% | +5.1% | -14.4% |
| All | +23.0% | -33.6% | +56.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling