+39.5%
TMUS vs CPRT
-25.5%
+65.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +5.3% | +16.6% | -11.4% | +2.1% |
| 3M | +3.1% | +9.6% | -6.5% | +1.1% |
| 6M | -16.5% | -11.1% | -5.3% | -15.3% |
| YTD | -9.2% | -13.9% | +4.7% | -7.5% |
| 1Y | -26.5% | -32.5% | +6.0% | -21.6% |
| All | +39.5% | -25.5% | +65.0% | +43.3% |
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