-36.5%
CCI vs TAP
+2.6%
-39.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.2% | -4.5% | +7.7% | +4.5% |
| 30D | +12.2% | +7.5% | +4.7% | +9.7% |
| 3M | +23.1% | -4.9% | +28.0% | +24.4% |
| 6M | +1.3% | -3.5% | +4.7% | +1.8% |
| YTD | +4.5% | -11.4% | +15.9% | +7.2% |
| 1Y | +2.3% | -10.8% | +13.1% | +4.6% |
| 3Y | +9.8% | -24.5% | +34.3% | +16.7% |
| 5Y | -36.5% | +2.5% | -39.0% | -36.3% |
| All | -36.5% | +2.6% | -39.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling