-45.0%
CPB vs TAP
-52.1%
+7.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +3.0% |
| 7D | -8.2% | -2.3% | -5.9% | -7.6% |
| 30D | -5.6% | -9.4% | +3.8% | -2.9% |
| 3M | +3.0% | -0.8% | +3.8% | +3.2% |
| 6M | -12.7% | -14.7% | +2.0% | -8.7% |
| YTD | -18.0% | -13.9% | -4.0% | -14.4% |
| 1Y | -31.7% | -18.6% | -13.1% | -27.8% |
| 3Y | -41.0% | -32.0% | -8.9% | -35.0% |
| 5Y | -38.4% | -1.0% | -37.4% | -39.2% |
| 10Y | -45.0% | -51.4% | +6.4% | -37.9% |
| All | -45.0% | -52.1% | +7.1% | -37.9% |
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