+8.6%
CME vs TAP
-19.6%
+28.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | -1.1% | -5.1% | +4.0% | -0.5% |
| 30D | +4.2% | -8.4% | +12.6% | +5.3% |
| 3M | +7.3% | -3.9% | +11.3% | +7.8% |
| 6M | -11.4% | -14.4% | +3.0% | -10.2% |
| YTD | +3.5% | -14.7% | +18.3% | +4.6% |
| 1Y | +8.6% | -18.7% | +27.3% | +9.3% |
| All | +8.6% | -19.6% | +28.2% | +9.3% |
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