+3,269.5%
CLS vs TAP
+2.2%
+3,267.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.6% | -2.3% | +6.9% | +4.6% |
| 30D | -13.9% | -2.1% | -11.8% | -13.9% |
| 3M | -26.6% | +6.6% | -33.2% | -26.9% |
| 6M | +15.4% | -11.5% | +26.9% | +16.6% |
| YTD | +5.7% | -10.3% | +15.9% | +6.0% |
| 1Y | +41.1% | -14.4% | +55.5% | +42.6% |
| 3Y | +1,228.6% | -28.3% | +1,256.9% | +1,275.3% |
| All | +3,269.5% | +2.2% | +3,267.3% | +2,569.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling