+42.0%
TMUS vs CPRT
-7.1%
+49.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | +5.3% | +16.6% | -11.4% | +0.8% |
| 3M | +3.1% | +9.6% | -6.5% | +0.2% |
| 6M | -16.5% | -11.1% | -5.3% | -14.3% |
| YTD | -9.2% | -13.9% | +4.7% | -6.3% |
| 1Y | -26.5% | -32.5% | +6.0% | -18.8% |
| 3Y | +39.0% | -25.0% | +64.1% | +45.2% |
| All | +42.0% | -7.1% | +49.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling