+22.5%
CCI vs TAP
-51.4%
+73.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -0.3% | -5.1% | +4.8% | +1.1% |
| 30D | +2.1% | -8.4% | +10.6% | +4.5% |
| 3M | -17.8% | -3.9% | -13.9% | -17.0% |
| 6M | -14.2% | -14.4% | +0.2% | -10.8% |
| YTD | -13.3% | -14.7% | +1.4% | -10.0% |
| 1Y | -16.6% | -18.7% | +2.1% | -12.5% |
| 3Y | -10.8% | -32.6% | +21.8% | -2.6% |
| 5Y | -50.3% | -1.4% | -48.9% | -51.5% |
| 10Y | +22.5% | -50.4% | +72.9% | +33.6% |
| All | +22.5% | -51.4% | +73.9% | +33.6% |
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