+138.1%
CMS vs TAP
-48.8%
+187.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.5% | -4.5% | +5.0% | +1.6% |
| 30D | +7.4% | +7.5% | -0.1% | +5.4% |
| 3M | +1.9% | -4.9% | +6.7% | +2.8% |
| 6M | -2.3% | -3.5% | +1.2% | -2.0% |
| YTD | +3.0% | -11.4% | +14.4% | +5.1% |
| 1Y | -2.8% | -10.8% | +8.0% | -1.1% |
| 3Y | +37.9% | -24.5% | +62.4% | +44.9% |
| 5Y | +34.0% | +2.5% | +31.5% | +28.3% |
| 10Y | +138.1% | -47.6% | +185.7% | +144.8% |
| All | +138.1% | -48.8% | +187.0% | +144.8% |
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 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