+158.7%
CI vs TAP
-49.3%
+208.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | +5.4% | +9.1% | -3.7% | +2.4% |
| 3M | +7.3% | -3.8% | +11.1% | +8.2% |
| 6M | +5.3% | -3.4% | +8.7% | +5.8% |
| YTD | +8.5% | -10.6% | +19.1% | +10.9% |
| 1Y | +17.1% | -4.4% | +21.5% | +16.9% |
| 3Y | +1.4% | -24.4% | +25.8% | +7.5% |
| 5Y | +50.5% | +2.1% | +48.4% | +40.2% |
| All | +158.7% | -49.3% | +208.0% | +130.5% |
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