+79.1%
CME vs TAP
+2.2%
+76.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | +6.2% | -2.1% | +8.4% | +6.4% |
| 3M | +10.4% | +6.6% | +3.8% | +9.7% |
| 6M | -9.5% | -11.5% | +2.0% | -8.7% |
| YTD | +6.0% | -10.3% | +16.3% | +6.7% |
| 1Y | +9.3% | -14.4% | +23.7% | +10.4% |
| 3Y | +57.7% | -28.3% | +85.9% | +61.2% |
| All | +79.1% | +2.2% | +76.9% | +70.2% |
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