+17,377.4%
CAH vs TAP
+832.8%
+16,544.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | +13.5% | +5.7% | +7.7% | +12.1% |
| 3M | +21.8% | -1.9% | +23.8% | +22.0% |
| 6M | +51.5% | +0.9% | +50.6% | +50.6% |
| YTD | +38.1% | -9.5% | +47.6% | +39.5% |
| 1Y | +37.7% | -9.0% | +46.7% | +38.9% |
| 3Y | +179.6% | -22.2% | +201.9% | +187.9% |
| 5Y | +504.9% | +1.2% | +503.7% | +486.1% |
| 10Y | +418.6% | -46.1% | +464.7% | +444.7% |
| All | +17,377.4% | +832.8% | +16,544.6% | +12,152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling