+183.7%
CAH vs TAP
-31.5%
+215.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.2% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | +1.7% | -9.4% | +11.1% | +2.8% |
| 3M | +17.9% | -0.8% | +18.7% | +17.8% |
| 6M | +10.9% | -14.7% | +25.7% | +12.8% |
| YTD | +17.9% | -13.9% | +31.8% | +19.0% |
| 1Y | +61.7% | -18.6% | +80.3% | +64.5% |
| 3Y | +183.7% | -32.0% | +215.8% | +191.6% |
| All | +183.7% | -31.5% | +215.2% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling