+51.8%
TMUS vs CPRT
-18.6%
+70.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | +7.7% | +21.2% | -13.5% | +2.4% |
| 3M | -6.8% | +8.3% | -15.1% | -9.2% |
| 6M | -9.7% | -3.4% | -6.3% | -9.5% |
| YTD | -15.0% | -18.7% | +3.7% | -11.1% |
| 1Y | -19.1% | -23.5% | +4.4% | -14.0% |
| 3Y | +21.4% | -34.2% | +55.6% | +32.0% |
| All | +51.8% | -18.6% | +70.4% | +50.2% |
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