+40.7%
CL vs TAP
-20.1%
+60.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +5.9% | +7.7% | -1.8% | +3.7% |
| 30D | +13.8% | +14.4% | -0.7% | +9.7% |
| 3M | +6.4% | +2.0% | +4.4% | +5.6% |
| 6M | +15.6% | +2.5% | +13.2% | +14.3% |
| YTD | +27.9% | -6.4% | +34.3% | +29.1% |
| 1Y | +31.4% | -2.3% | +33.7% | +31.1% |
| All | +40.7% | -20.1% | +60.7% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling