+256.9%
CP vs TAP
-47.8%
+304.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.7% | -8.0% | +7.3% | +1.8% |
| 30D | +9.6% | +4.1% | +5.6% | +8.2% |
| 3M | +2.2% | -4.4% | +6.6% | +3.2% |
| 6M | +11.1% | -1.9% | +13.0% | +11.1% |
| YTD | +28.2% | -12.1% | +40.2% | +31.8% |
| 1Y | +32.2% | -12.0% | +44.2% | +35.7% |
| 3Y | +35.5% | -25.0% | +60.5% | +44.1% |
| 5Y | +26.8% | -1.1% | +27.9% | +21.1% |
| 10Y | +256.9% | -47.6% | +304.6% | +252.7% |
| All | +256.9% | -47.8% | +304.8% | +252.7% |
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