+15.0%
CI vs TAP
-11.8%
+26.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -1.3% | -8.0% | +6.7% | -0.1% |
| 30D | +6.4% | +4.1% | +2.3% | +6.0% |
| 3M | +10.7% | -4.4% | +15.0% | +11.3% |
| 6M | +5.5% | -1.9% | +7.4% | +6.0% |
| YTD | +11.4% | -12.1% | +23.4% | +11.4% |
| 1Y | +15.0% | -12.0% | +27.1% | +15.0% |
| All | +15.0% | -11.8% | +26.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling