+2,944.0%
CLS vs TAP
-52.1%
+2,996.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.1% | +9.7% | +6.7% |
| 7D | +12.8% | -2.3% | +15.1% | +13.3% |
| 30D | +3.8% | -9.4% | +13.2% | +6.2% |
| 3M | -14.6% | -0.8% | -13.8% | -15.5% |
| 6M | +32.2% | -14.7% | +47.0% | +36.4% |
| YTD | +11.6% | -13.9% | +25.6% | +13.8% |
| 1Y | +35.1% | -18.6% | +53.7% | +39.3% |
| 3Y | +1,312.5% | -32.0% | +1,344.6% | +1,404.3% |
| 5Y | +3,542.1% | -1.0% | +3,543.0% | +3,100.7% |
| 10Y | +2,944.0% | -51.4% | +2,995.4% | +2,727.6% |
| All | +2,944.0% | -52.1% | +2,996.1% | +2,727.6% |
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