+1.4%
CCL vs TAP
+2.2%
-0.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.0% | -2.3% | -2.7% | -4.1% |
| 30D | -20.3% | -2.1% | -18.2% | -19.7% |
| 3M | -15.1% | +6.6% | -21.8% | -17.7% |
| 6M | -15.1% | -11.5% | -3.6% | -11.2% |
| YTD | -21.8% | -10.3% | -11.5% | -19.2% |
| 1Y | -24.8% | -14.4% | -10.4% | -20.9% |
| 3Y | +51.9% | -28.3% | +80.1% | +69.5% |
| All | +1.4% | +2.2% | -0.8% | -18.8% |
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 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