+150.9%
CI vs TAP
-47.8%
+198.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -1.3% | -8.0% | +6.7% | +1.3% |
| 30D | +6.4% | +4.1% | +2.3% | +4.9% |
| 3M | +10.7% | -4.4% | +15.0% | +11.9% |
| 6M | +5.5% | -1.9% | +7.4% | +5.5% |
| YTD | +11.4% | -12.1% | +23.4% | +14.5% |
| 1Y | +15.0% | -12.0% | +27.1% | +18.0% |
| 3Y | +9.0% | -25.0% | +34.0% | +15.8% |
| 5Y | +52.0% | -1.1% | +53.0% | +43.0% |
| 10Y | +150.9% | -47.6% | +198.6% | +127.3% |
| All | +150.9% | -47.8% | +198.8% | +127.3% |
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 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