+55.7%
CPAY vs TAP
-2.5%
+58.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.5% | -5.1% | +2.6% | -0.9% |
| 30D | +1.3% | -8.4% | +9.7% | +4.1% |
| 3M | +13.5% | -3.9% | +17.4% | +14.6% |
| 6M | +24.7% | -14.4% | +39.1% | +30.2% |
| YTD | +34.9% | -14.7% | +49.7% | +40.0% |
| 1Y | +29.7% | -18.7% | +48.4% | +36.6% |
| 3Y | +49.4% | -32.6% | +82.0% | +66.2% |
| All | +55.7% | -2.5% | +58.2% | +42.2% |
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 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