+149.4%
CPAY vs TAP
-50.5%
+199.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.7% | -5.3% | +2.6% | -0.7% |
| 30D | +0.6% | -7.4% | +7.9% | +3.4% |
| 3M | +17.0% | -4.9% | +22.0% | +18.9% |
| 6M | +24.1% | -14.2% | +38.3% | +30.4% |
| YTD | +35.7% | -14.8% | +50.6% | +42.0% |
| 1Y | +34.0% | -18.1% | +52.1% | +41.9% |
| 3Y | +50.3% | -32.7% | +83.0% | +69.4% |
| 5Y | +56.7% | -0.5% | +57.1% | +47.0% |
| All | +149.4% | -50.5% | +199.9% | +171.4% |
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