+101.7%
CPAY vs TAP
-22.2%
+123.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.5% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +17.6% | +5.7% | +11.9% | +15.7% |
| 3M | +8.7% | -1.9% | +10.6% | +8.9% |
| 6M | +39.5% | +0.9% | +38.6% | +38.4% |
| YTD | +53.6% | -9.5% | +63.1% | +55.0% |
| 1Y | +63.3% | -9.0% | +72.2% | +64.3% |
| 3Y | +101.7% | -22.2% | +124.0% | +108.2% |
| All | +101.7% | -22.2% | +123.9% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling