+7,604.2%
CP vs TAP
+821.1%
+6,783.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.8% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | +10.2% | +9.1% | +1.1% | +8.3% |
| 3M | +2.4% | -3.8% | +6.1% | +2.9% |
| 6M | +7.7% | -3.4% | +11.1% | +8.0% |
| YTD | +26.0% | -10.6% | +36.6% | +28.0% |
| 1Y | +34.6% | -4.4% | +39.0% | +34.9% |
| 3Y | +26.7% | -24.4% | +51.0% | +31.8% |
| 5Y | +24.9% | +2.1% | +22.8% | +21.8% |
| 10Y | +258.6% | -48.7% | +307.4% | +281.5% |
| All | +7,604.2% | +821.1% | +6,783.1% | +5,364.8% |
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 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