-24.8%
CCL vs TAP
-14.5%
-10.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.0% | -2.3% | -2.7% | -4.6% |
| 30D | -20.3% | -2.1% | -18.2% | -20.0% |
| 3M | -15.1% | +6.6% | -21.8% | -16.0% |
| 6M | -15.1% | -11.5% | -3.6% | -14.3% |
| YTD | -21.8% | -10.3% | -11.5% | -20.7% |
| 1Y | -24.8% | -14.4% | -10.4% | -25.8% |
| All | -24.8% | -14.5% | -10.3% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling