+4,872.3%
CNC vs TAP
+154.4%
+4,717.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +1.6% | +5.7% | -4.1% | -0.2% |
| 3M | +7.9% | -1.9% | +9.8% | +8.4% |
| 6M | +21.2% | +0.9% | +20.2% | +20.2% |
| YTD | +73.2% | -9.5% | +82.7% | +76.2% |
| 1Y | +97.5% | -9.0% | +106.4% | +100.3% |
| 3Y | -1.2% | -22.2% | +21.0% | +3.4% |
| 5Y | -6.1% | +1.2% | -7.3% | -11.1% |
| 10Y | +181.3% | -46.1% | +227.4% | +201.8% |
| All | +4,872.3% | +154.4% | +4,717.9% | +3,375.4% |
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