+7,539.9%
CP vs TAP
+825.0%
+6,714.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | +0.2% | -2.1% | +2.3% | +0.5% |
| 3M | +2.6% | +6.6% | -4.0% | +1.1% |
| 6M | +6.0% | -11.5% | +17.5% | +8.2% |
| YTD | +24.9% | -10.3% | +35.2% | +27.0% |
| 1Y | +20.1% | -14.4% | +34.5% | +23.0% |
| 3Y | +16.4% | -28.3% | +44.7% | +22.4% |
| 5Y | +31.7% | +1.7% | +30.0% | +28.6% |
| 10Y | +223.9% | -49.2% | +273.1% | +245.5% |
| All | +7,539.9% | +825.0% | +6,714.9% | +5,322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling