+7,131.2%
CB vs TAP
+899.5%
+6,231.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.8% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +9.1% | +9.1% | -0.1% | +6.9% |
| 3M | +3.4% | -3.8% | +7.2% | +4.1% |
| 6M | +14.1% | -3.4% | +17.5% | +14.5% |
| YTD | +18.0% | -10.6% | +28.7% | +20.1% |
| 1Y | +30.1% | -4.4% | +34.5% | +30.3% |
| 3Y | +71.8% | -24.4% | +96.1% | +79.3% |
| 5Y | +101.8% | +2.1% | +99.8% | +95.0% |
| 10Y | +252.1% | -48.7% | +300.9% | +275.6% |
| All | +7,131.2% | +899.5% | +6,231.8% | +5,820.2% |
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