+459.7%
CMS vs TAP
+825.0%
-365.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +0.7% |
| 30D | -3.6% | -2.1% | -1.5% | -3.3% |
| 3M | -1.9% | +6.6% | -8.5% | -3.1% |
| 6M | -11.0% | -11.5% | +0.5% | -9.4% |
| YTD | +0.2% | -10.3% | +10.5% | +1.6% |
| 1Y | -1.3% | -14.4% | +13.1% | +0.7% |
| 3Y | +35.9% | -28.3% | +64.2% | +41.9% |
| 5Y | +23.1% | +1.7% | +21.4% | +20.5% |
| 10Y | +117.9% | -49.2% | +167.1% | +129.7% |
| All | +459.7% | +825.0% | -365.4% | +323.2% |
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 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