+213.4%
CAT vs TAP
+1.8%
+211.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +1.7% | -8.0% | +9.7% | +3.2% |
| 30D | -24.6% | +4.1% | -28.6% | -25.4% |
| 3M | -28.5% | -4.4% | -24.1% | -28.2% |
| 6M | -34.8% | -1.9% | -32.9% | -35.3% |
| YTD | +5.9% | -12.1% | +18.0% | +7.6% |
| 1Y | +6.8% | -12.0% | +18.9% | +8.4% |
| 3Y | +161.1% | -25.0% | +186.1% | +175.8% |
| 5Y | +213.4% | -1.1% | +214.5% | +180.8% |
| All | +213.4% | +1.8% | +211.6% | +180.8% |
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