+1,751.5%
CLS vs TAP
-49.5%
+1,801.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +8.1% |
| 7D | -10.6% | -7.8% | -2.7% | -9.0% |
| 30D | -38.4% | +7.1% | -45.6% | -39.9% |
| 3M | -29.9% | -7.0% | -22.8% | -29.3% |
| 6M | -40.6% | -3.8% | -36.8% | -41.2% |
| YTD | -24.6% | -11.7% | -12.9% | -24.2% |
| 1Y | -30.8% | -10.1% | -20.7% | -31.1% |
| 3Y | +811.7% | -23.7% | +835.4% | +823.4% |
| 5Y | +1,838.4% | +2.9% | +1,835.5% | +1,568.7% |
| 10Y | +1,751.5% | -49.5% | +1,801.0% | +1,563.0% |
| All | +1,751.5% | -49.5% | +1,801.0% | +1,563.0% |
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 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