+4,850.5%
CL vs TAP
+825.0%
+4,025.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | -2.3% | +0.1% | -1.7% |
| 30D | -4.8% | -2.1% | -2.7% | -4.5% |
| 3M | +4.9% | +6.6% | -1.7% | +3.5% |
| 6M | -5.7% | -11.5% | +5.8% | -3.7% |
| YTD | +14.4% | -10.3% | +24.6% | +16.4% |
| 1Y | +8.7% | -14.4% | +23.1% | +11.6% |
| 3Y | +30.0% | -28.3% | +58.3% | +36.9% |
| 5Y | +28.4% | +1.7% | +26.7% | +25.3% |
| 10Y | +50.1% | -49.2% | +99.3% | +60.7% |
| All | +4,850.5% | +825.0% | +4,025.5% | +2,943.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling