+248.2%
CB vs TAP
-49.3%
+297.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +9.1% | +9.1% | -0.1% | +5.8% |
| 3M | +3.4% | -3.8% | +7.2% | +4.3% |
| 6M | +14.1% | -3.4% | +17.5% | +14.6% |
| YTD | +18.0% | -10.6% | +28.7% | +20.9% |
| 1Y | +30.1% | -4.4% | +34.5% | +30.0% |
| 3Y | +71.8% | -24.4% | +96.1% | +82.6% |
| 5Y | +101.8% | +2.1% | +99.8% | +86.4% |
| All | +248.2% | -49.3% | +297.5% | +225.5% |
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