-40.5%
CPB vs TAP
-49.5%
+9.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +3.3% | -7.8% | +11.1% | +5.8% |
| 30D | +19.0% | +7.1% | +11.9% | +16.6% |
| 3M | +0.4% | -7.0% | +7.5% | +2.5% |
| 6M | +13.0% | -3.8% | +16.8% | +14.1% |
| YTD | -12.7% | -11.7% | -1.0% | -9.7% |
| 1Y | -20.9% | -10.1% | -10.8% | -18.5% |
| 3Y | -35.4% | -23.7% | -11.7% | -31.0% |
| 5Y | -32.3% | +2.9% | -35.2% | -33.8% |
| 10Y | -40.5% | -49.5% | +9.0% | -34.9% |
| All | -40.5% | -49.5% | +9.0% | -34.9% |
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