+509.2%
CAH vs TAP
+2.6%
+506.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +9.4% | -4.5% | +13.9% | +10.3% |
| 30D | +16.5% | +7.5% | +9.0% | +14.8% |
| 3M | +17.0% | -4.9% | +21.8% | +17.7% |
| 6M | +51.4% | -3.5% | +54.9% | +51.6% |
| YTD | +36.0% | -11.4% | +47.4% | +37.6% |
| 1Y | +36.0% | -10.8% | +46.8% | +37.3% |
| 3Y | +177.5% | -24.5% | +202.0% | +187.6% |
| 5Y | +509.2% | +2.5% | +506.7% | +459.6% |
| All | +509.2% | +2.6% | +506.5% | +459.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling