+257.6%
CP vs TAP
-49.5%
+307.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +2.8% | -7.8% | +10.6% | +5.3% |
| 30D | +11.3% | +7.1% | +4.2% | +8.9% |
| 3M | +2.9% | -7.0% | +9.9% | +4.8% |
| 6M | +9.8% | -3.8% | +13.6% | +10.4% |
| YTD | +28.5% | -11.7% | +40.2% | +32.0% |
| 1Y | +33.5% | -10.1% | +43.6% | +36.2% |
| 3Y | +31.9% | -23.7% | +55.6% | +39.5% |
| 5Y | +25.5% | +2.9% | +22.6% | +18.4% |
| 10Y | +257.6% | -49.5% | +307.1% | +249.5% |
| All | +257.6% | -49.5% | +307.1% | +249.5% |
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