+250.9%
CP vs TAP
-49.3%
+300.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.5% |
| 30D | +10.2% | +9.1% | +1.1% | +7.2% |
| 3M | +2.4% | -3.8% | +6.1% | +3.2% |
| 6M | +7.7% | -3.4% | +11.1% | +8.1% |
| YTD | +26.0% | -10.6% | +36.6% | +29.0% |
| 1Y | +34.6% | -4.4% | +39.0% | +34.8% |
| 3Y | +26.7% | -24.4% | +51.0% | +34.3% |
| 5Y | +24.9% | +2.1% | +22.8% | +18.2% |
| All | +250.9% | -49.3% | +300.2% | +238.8% |
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