+124.0%
CNH vs TAP
-49.5%
+173.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.1% | +11.4% |
| 7D | +8.6% | -7.8% | +16.4% | +12.0% |
| 30D | +12.6% | +7.1% | +5.4% | +9.0% |
| 3M | +17.5% | -7.0% | +24.6% | +20.5% |
| 6M | +18.1% | -3.8% | +21.9% | +19.0% |
| YTD | +40.4% | -11.7% | +52.1% | +45.6% |
| 1Y | +34.0% | -10.1% | +44.1% | +37.6% |
| 3Y | +35.3% | -23.7% | +59.0% | +45.9% |
| 5Y | -5.1% | +2.9% | -8.0% | -13.0% |
| 10Y | +124.0% | -49.5% | +173.5% | +117.0% |
| All | +124.0% | -49.5% | +173.5% | +117.0% |
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