+289.9%
CAH vs TAP
-50.5%
+340.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -5.1% | -5.3% | +0.2% | -3.4% |
| 30D | -1.8% | -7.4% | +5.6% | +0.6% |
| 3M | +9.4% | -4.9% | +14.3% | +10.7% |
| 6M | +9.2% | -14.2% | +23.5% | +14.1% |
| YTD | +15.7% | -14.8% | +30.5% | +20.3% |
| 1Y | +59.7% | -18.1% | +77.8% | +67.8% |
| 3Y | +178.5% | -32.7% | +211.2% | +207.9% |
| 5Y | +398.3% | -0.5% | +398.7% | +357.2% |
| All | +289.9% | -50.5% | +340.4% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling