+2,029.3%
CLS vs TAP
-47.7%
+2,077.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +23.5% | -6.3% | +29.9% | +25.3% |
| 30D | -28.9% | +2.7% | -31.6% | -29.9% |
| 3M | -25.2% | -3.7% | -21.4% | -25.3% |
| 6M | -32.1% | -2.0% | -30.1% | -33.2% |
| YTD | -14.1% | -12.3% | -1.7% | -13.5% |
| 1Y | -24.1% | -10.1% | -14.0% | -24.5% |
| 3Y | +897.0% | -25.3% | +922.2% | +917.1% |
| 5Y | +2,089.9% | -1.9% | +2,091.9% | +1,822.6% |
| All | +2,029.3% | -47.7% | +2,077.0% | +1,784.4% |
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 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