+26.8%
CP vs TAP
-1.4%
+28.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.9% | -6.3% | +7.2% | +2.7% |
| 30D | +10.3% | +2.7% | +7.6% | +9.4% |
| 3M | +2.3% | -3.7% | +6.0% | +3.0% |
| 6M | +10.7% | -2.0% | +12.7% | +10.7% |
| YTD | +29.3% | -12.3% | +41.7% | +32.8% |
| 1Y | +31.5% | -10.1% | +41.5% | +33.8% |
| 3Y | +36.7% | -25.3% | +62.0% | +44.7% |
| 5Y | +26.8% | -1.9% | +28.7% | +19.3% |
| All | +26.8% | -1.4% | +28.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling