+7,262.2%
CB vs TAP
+946.5%
+6,315.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +2.6% | +7.7% | -5.1% | +0.9% |
| 30D | +11.2% | +14.4% | -3.2% | +7.9% |
| 3M | +5.7% | +2.0% | +3.7% | +5.0% |
| 6M | +15.9% | +2.5% | +13.4% | +14.8% |
| YTD | +20.2% | -6.4% | +26.6% | +21.0% |
| 1Y | +32.4% | -2.3% | +34.7% | +31.9% |
| 3Y | +75.5% | -20.3% | +95.8% | +81.1% |
| 5Y | +105.5% | +6.9% | +98.6% | +96.5% |
| 10Y | +258.5% | -46.3% | +304.8% | +278.6% |
| All | +7,262.2% | +946.5% | +6,315.6% | +5,867.4% |
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