+4,577.2%
CNC vs TAP
+152.3%
+4,424.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +3.5% | -2.3% | +5.9% | +4.2% |
| 30D | +0.1% | -2.1% | +2.2% | +0.7% |
| 3M | +6.9% | +6.6% | +0.3% | +4.6% |
| 6M | +49.0% | -11.5% | +60.5% | +53.5% |
| YTD | +62.9% | -10.3% | +73.2% | +66.4% |
| 1Y | +134.0% | -14.4% | +148.4% | +141.4% |
| 3Y | +9.4% | -28.3% | +37.7% | +17.3% |
| 5Y | +4.1% | +1.7% | +2.4% | -1.6% |
| 10Y | +95.4% | -49.2% | +144.6% | +114.0% |
| All | +4,577.2% | +152.3% | +4,424.9% | +3,181.2% |
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