+39.5%
CPAY vs TAP
+1.1%
+38.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +15.0% |
| 3M | +8.7% | -1.9% | +10.6% | +9.1% |
| 6M | +39.5% | +0.9% | +38.6% | +37.4% |
| All | +39.5% | +1.1% | +38.4% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling