-33.3%
CPB vs TAP
+0.6%
-33.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | -0.1% | +1.9% |
| 7D | -1.6% | +1.3% | -2.8% | -2.0% |
| 30D | +19.2% | +5.7% | +13.5% | +16.8% |
| 3M | -0.9% | -1.9% | +1.0% | -0.4% |
| 6M | +15.2% | +0.9% | +14.3% | +14.5% |
| YTD | -13.1% | -9.5% | -3.6% | -10.2% |
| 1Y | -22.4% | -9.0% | -13.5% | -20.0% |
| 3Y | -35.3% | -22.2% | -13.1% | -30.6% |
| All | -33.3% | +0.6% | -33.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling