+149.5%
CNH vs TAP
-52.1%
+201.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -3.9% |
| 7D | +8.8% | -2.3% | +11.1% | +10.0% |
| 30D | +24.7% | -9.4% | +34.1% | +29.8% |
| 3M | +27.3% | -0.8% | +28.1% | +27.4% |
| 6M | +23.2% | -14.7% | +37.9% | +30.7% |
| YTD | +48.9% | -13.9% | +62.9% | +56.8% |
| 1Y | +19.4% | -18.6% | +38.0% | +28.0% |
| 3Y | +7.8% | -32.0% | +39.8% | +22.7% |
| 5Y | +8.7% | -1.0% | +9.7% | +1.8% |
| 10Y | +149.5% | -51.4% | +200.9% | +150.9% |
| All | +149.5% | -52.1% | +201.6% | +150.9% |
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