+6,646.7%
CB vs TAP
+903.7%
+5,743.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | -2.3% | +2.8% | +1.0% |
| 30D | -3.1% | -2.1% | -1.0% | -2.7% |
| 3M | +9.0% | +6.6% | +2.3% | +7.2% |
| 6M | +2.9% | -11.5% | +14.3% | +5.2% |
| YTD | +10.1% | -10.3% | +20.4% | +12.1% |
| 1Y | +22.8% | -14.4% | +37.2% | +25.9% |
| 3Y | +73.8% | -28.3% | +102.1% | +83.6% |
| 5Y | +99.2% | +1.7% | +97.5% | +92.7% |
| 10Y | +218.2% | -49.2% | +267.4% | +240.3% |
| All | +6,646.7% | +903.7% | +5,743.0% | +5,426.5% |
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 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