+15,232.8%
CAH vs TAP
+825.0%
+14,407.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.4% | -2.3% | +7.7% | +5.8% |
| 30D | +3.3% | -2.1% | +5.5% | +3.7% |
| 3M | +22.8% | +6.6% | +16.2% | +21.0% |
| 6M | +11.3% | -11.5% | +22.8% | +13.4% |
| YTD | +21.1% | -10.3% | +31.4% | +22.8% |
| 1Y | +67.2% | -14.4% | +81.6% | +70.8% |
| 3Y | +195.6% | -28.3% | +223.9% | +209.7% |
| 5Y | +413.8% | +1.7% | +412.1% | +398.1% |
| 10Y | +309.6% | -49.2% | +358.8% | +334.7% |
| All | +15,232.8% | +825.0% | +14,407.8% | +10,686.2% |
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