+27.8%
CB vs TAP
-11.8%
+39.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -1.0% | -8.0% | +7.0% | +0.4% |
| 30D | +7.3% | +4.1% | +3.3% | +6.7% |
| 3M | +7.0% | -4.4% | +11.4% | +7.5% |
| 6M | +16.3% | -1.9% | +18.3% | +16.2% |
| YTD | +19.7% | -12.1% | +31.8% | +21.6% |
| 1Y | +27.8% | -12.0% | +39.8% | +29.9% |
| All | +27.8% | -11.8% | +39.6% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling