-26.8%
CLS vs TAP
-11.8%
-15.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.0% |
| 7D | +2.8% | -8.0% | +10.8% | -3.4% |
| 30D | -30.1% | +4.1% | -34.2% | -26.9% |
| 3M | -21.7% | -4.4% | -17.4% | -21.8% |
| 6M | -36.2% | -1.9% | -34.3% | -33.7% |
| YTD | -17.8% | -12.1% | -5.8% | -18.3% |
| 1Y | -26.8% | -12.0% | -14.8% | -27.1% |
| All | -26.8% | -11.8% | -15.0% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling