+345.0%
CPB vs TAP
+825.0%
-480.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -8.6% | -2.3% | -6.3% | -8.2% |
| 30D | -7.2% | -2.1% | -5.1% | -6.9% |
| 3M | +0.9% | +6.6% | -5.7% | -0.4% |
| 6M | -11.8% | -11.5% | -0.3% | -9.7% |
| YTD | -19.4% | -10.3% | -9.1% | -17.7% |
| 1Y | -30.4% | -14.4% | -16.0% | -28.3% |
| 3Y | -40.2% | -28.3% | -11.9% | -36.6% |
| 5Y | -39.5% | +1.7% | -41.2% | -40.4% |
| 10Y | -47.4% | -49.2% | +1.8% | -43.3% |
| All | +345.0% | +825.0% | -480.0% | +182.3% |
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 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