+310.4%
TMUS vs CRH
+279.7%
+30.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -5.8% | -4.8% | -1.0% | -4.3% |
| 30D | -0.2% | -13.1% | +12.9% | +4.4% |
| 3M | -4.0% | -12.0% | +8.0% | -0.1% |
| 6M | -18.1% | -16.9% | -1.2% | -13.9% |
| YTD | -11.3% | -29.0% | +17.6% | -2.2% |
| 1Y | -24.7% | -20.3% | -4.4% | -20.7% |
| 3Y | +35.4% | +69.2% | -33.9% | +4.3% |
| 5Y | +42.4% | +94.6% | -52.2% | +1.1% |
| 10Y | +317.4% | +250.3% | +67.1% | +122.3% |
| All | +310.4% | +279.7% | +30.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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