+243.0%
CB vs TAP
-49.5%
+292.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.5% | -7.8% | +6.3% | +1.1% |
| 30D | +6.5% | +7.1% | -0.6% | +4.0% |
| 3M | +4.1% | -7.0% | +11.1% | +6.2% |
| 6M | +14.4% | -3.8% | +18.2% | +15.1% |
| YTD | +17.5% | -11.7% | +29.2% | +20.8% |
| 1Y | +27.5% | -10.1% | +37.7% | +30.1% |
| 3Y | +71.6% | -23.7% | +95.3% | +81.7% |
| 5Y | +100.6% | +2.9% | +97.7% | +84.5% |
| 10Y | +243.0% | -49.5% | +292.5% | +224.0% |
| All | +243.0% | -49.5% | +292.5% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling