+42.4%
TMUS vs CTVA
+102.0%
-59.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.8% | -4.7% | -1.1% | -5.0% |
| 30D | -0.2% | +11.1% | -11.3% | -2.1% |
| 3M | -4.0% | +13.7% | -17.7% | -6.4% |
| 6M | -18.1% | +11.2% | -29.3% | -20.0% |
| YTD | -11.3% | +26.9% | -38.2% | -15.8% |
| 1Y | -24.7% | +18.8% | -43.6% | -27.7% |
| 3Y | +35.4% | +75.9% | -40.6% | +17.8% |
| 5Y | +42.4% | +105.2% | -62.8% | +8.8% |
| All | +42.4% | +102.0% | -59.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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