+250.7%
CP vs TAP
-48.8%
+299.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.8% | -4.5% | +7.3% | +4.2% |
| 30D | +11.0% | +7.5% | +3.6% | +8.5% |
| 3M | +3.8% | -4.9% | +8.7% | +5.0% |
| 6M | +9.5% | -3.5% | +13.0% | +10.0% |
| YTD | +28.2% | -11.4% | +39.6% | +31.6% |
| 1Y | +33.0% | -10.8% | +43.7% | +36.0% |
| 3Y | +35.5% | -24.5% | +60.0% | +43.8% |
| 5Y | +25.8% | +2.5% | +23.3% | +18.8% |
| 10Y | +250.7% | -47.6% | +298.3% | +246.3% |
| All | +250.7% | -48.8% | +299.6% | +246.3% |
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