+1,390.2%
CPAY vs TAP
+16.5%
+1,373.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.5% | -5.1% | +2.6% | -0.6% |
| 30D | +1.3% | -8.4% | +9.7% | +4.5% |
| 3M | +13.5% | -3.9% | +17.4% | +14.8% |
| 6M | +24.7% | -14.4% | +39.1% | +31.1% |
| YTD | +34.9% | -14.7% | +49.7% | +41.1% |
| 1Y | +29.7% | -18.7% | +48.4% | +37.6% |
| 3Y | +49.4% | -32.6% | +82.0% | +68.0% |
| 5Y | +53.5% | -1.4% | +54.9% | +45.6% |
| 10Y | +152.5% | -50.4% | +202.9% | +182.8% |
| All | +1,390.2% | +16.5% | +1,373.8% | +1,087.8% |
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