+221.2%
CP vs TAP
-50.2%
+271.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +0.2% | -2.1% | +2.3% | +0.7% |
| 3M | +2.6% | +6.6% | -4.0% | +0.3% |
| 6M | +6.0% | -11.5% | +17.5% | +9.4% |
| YTD | +24.9% | -10.3% | +35.2% | +28.0% |
| 1Y | +20.1% | -14.4% | +34.5% | +24.6% |
| 3Y | +16.4% | -28.3% | +44.7% | +25.7% |
| 5Y | +31.7% | +1.7% | +30.0% | +24.9% |
| All | +221.2% | -50.2% | +271.4% | +234.9% |
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