+2,104.6%
CLS vs TAP
+310.0%
+1,794.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.5% |
| 7D | -22.2% | +0.5% | -22.7% | -22.5% |
| 30D | -44.4% | +9.1% | -53.5% | -45.8% |
| 3M | -34.3% | -3.8% | -30.5% | -34.4% |
| 6M | -50.1% | -3.4% | -46.6% | -50.6% |
| YTD | -30.1% | -10.6% | -19.4% | -30.0% |
| 1Y | -39.3% | -4.4% | -34.9% | -40.6% |
| 3Y | +732.7% | -24.4% | +757.1% | +745.9% |
| 5Y | +1,777.2% | +2.1% | +1,775.1% | +1,633.1% |
| 10Y | +1,645.6% | -48.7% | +1,694.4% | +1,719.2% |
| All | +2,104.6% | +310.0% | +1,794.6% | +1,693.9% |
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