-28.5%
CCL vs TAP
-49.5%
+21.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.9% |
| 7D | +3.1% | -7.8% | +10.9% | +8.2% |
| 30D | +17.5% | +7.1% | +10.4% | +12.2% |
| 3M | +6.8% | -7.0% | +13.9% | +10.7% |
| 6M | +18.7% | -3.8% | +22.5% | +19.8% |
| YTD | +3.0% | -11.7% | +14.7% | +8.2% |
| 1Y | +17.7% | -10.1% | +27.8% | +21.8% |
| 3Y | +155.6% | -23.7% | +179.3% | +180.0% |
| 5Y | +30.2% | +2.9% | +27.3% | +10.2% |
| 10Y | -28.5% | -49.5% | +21.0% | -34.8% |
| All | -28.5% | -49.5% | +21.0% | -34.8% |
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 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