+320.5%
TMUS vs CPRT
+1,775.9%
-1,455.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.9% |
| 30D | +5.3% | +16.6% | -11.4% | -1.6% |
| 3M | +3.1% | +9.6% | -6.5% | -1.5% |
| 6M | -16.5% | -11.1% | -5.3% | -13.2% |
| YTD | -9.2% | -13.9% | +4.7% | -5.0% |
| 1Y | -26.5% | -32.5% | +6.0% | -15.0% |
| 3Y | +39.0% | -25.0% | +64.1% | +49.5% |
| 5Y | +40.4% | -7.4% | +47.8% | +33.5% |
| 10Y | +303.7% | +422.0% | -118.3% | +56.3% |
| All | +320.5% | +1,775.9% | -1,455.5% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling