+106.3%
CNH vs TAP
-47.7%
+153.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.0% |
| 7D | +6.4% | -6.3% | +12.7% | +9.1% |
| 30D | -1.6% | +2.7% | -4.3% | -3.1% |
| 3M | +11.6% | -3.7% | +15.3% | +12.7% |
| 6M | +12.5% | -2.0% | +14.6% | +12.5% |
| YTD | +31.1% | -12.3% | +43.4% | +36.4% |
| 1Y | +17.0% | -10.1% | +27.1% | +20.2% |
| 3Y | +28.7% | -25.3% | +54.0% | +40.1% |
| 5Y | -17.4% | -1.9% | -15.5% | -22.7% |
| All | +106.3% | -47.7% | +153.9% | +104.4% |
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 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