-42.1%
CPB vs TAP
-47.7%
+5.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -5.8% | -6.3% | +0.5% | -3.9% |
| 30D | +16.5% | +2.7% | +13.8% | +15.6% |
| 3M | -1.1% | -3.7% | +2.6% | -0.1% |
| 6M | +11.5% | -2.0% | +13.5% | +12.0% |
| YTD | -15.7% | -12.3% | -3.4% | -12.6% |
| 1Y | -24.7% | -10.1% | -14.6% | -22.4% |
| 3Y | -37.3% | -25.3% | -12.0% | -32.7% |
| 5Y | -35.0% | -1.9% | -33.1% | -35.7% |
| All | -42.1% | -47.7% | +5.6% | -38.4% |
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 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