+132.3%
CMS vs TAP
-49.5%
+181.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.9% | -7.8% | +6.9% | +1.1% |
| 30D | +7.1% | +7.1% | -0.1% | +5.1% |
| 3M | -1.3% | -7.0% | +5.8% | +0.2% |
| 6M | -2.7% | -3.8% | +1.1% | -2.2% |
| YTD | +2.6% | -11.7% | +14.3% | +4.8% |
| 1Y | -2.0% | -10.1% | +8.1% | -0.5% |
| 3Y | +39.6% | -23.7% | +63.3% | +46.4% |
| 5Y | +35.3% | +2.9% | +32.4% | +29.5% |
| 10Y | +132.3% | -49.5% | +181.8% | +146.2% |
| All | +132.3% | -49.5% | +181.8% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling