+3,231.7%
CLS vs TAP
+311.7%
+2,920.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.6% | -2.3% | +6.9% | +5.1% |
| 30D | -13.9% | -2.1% | -11.8% | -13.7% |
| 3M | -26.6% | +6.6% | -33.2% | -28.4% |
| 6M | +15.4% | -11.5% | +26.9% | +17.4% |
| YTD | +5.7% | -10.3% | +15.9% | +6.5% |
| 1Y | +41.1% | -14.4% | +55.5% | +43.1% |
| 3Y | +1,228.6% | -28.3% | +1,256.9% | +1,278.0% |
| 5Y | +3,240.6% | +1.7% | +3,238.9% | +3,012.7% |
| 10Y | +2,760.3% | -49.2% | +2,809.6% | +2,909.0% |
| All | +3,231.7% | +311.7% | +2,920.0% | +2,629.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling