+39.7%
CL vs TAP
-24.9%
+64.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +0.5% | -7.8% | +8.3% | +2.8% |
| 30D | +11.6% | +7.1% | +4.5% | +9.6% |
| 3M | +5.6% | -7.0% | +12.7% | +7.5% |
| 6M | +13.2% | -3.8% | +17.0% | +13.9% |
| YTD | +26.9% | -11.7% | +38.6% | +30.3% |
| 1Y | +27.3% | -10.1% | +37.4% | +30.0% |
| 3Y | +39.7% | -23.7% | +63.4% | +44.4% |
| All | +39.7% | -24.9% | +64.6% | +44.4% |
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