-41.0%
CCL vs TAP
-52.1%
+11.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +1.2% |
| 7D | -0.1% | -2.3% | +2.2% | +1.3% |
| 30D | -20.0% | -9.4% | -10.6% | -15.2% |
| 3M | -13.7% | -0.8% | -12.9% | -13.9% |
| 6M | -9.0% | -14.7% | +5.7% | -0.9% |
| YTD | -22.8% | -13.9% | -8.9% | -17.1% |
| 1Y | -25.3% | -18.6% | -6.7% | -17.6% |
| 3Y | +54.1% | -32.0% | +86.1% | +83.2% |
| 5Y | +3.5% | -1.0% | +4.5% | -9.4% |
| 10Y | -41.0% | -51.4% | +10.3% | -43.9% |
| All | -41.0% | -52.1% | +11.0% | -43.9% |
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