+387.6%
CPB vs TAP
+821.1%
-433.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.4% |
| 7D | +8.0% | +0.5% | +7.5% | +7.8% |
| 30D | +22.4% | +9.1% | +13.2% | +20.3% |
| 3M | +3.8% | -3.8% | +7.6% | +4.6% |
| 6M | +13.7% | -3.4% | +17.1% | +14.4% |
| YTD | -11.7% | -10.6% | -1.1% | -9.8% |
| 1Y | -18.1% | -4.4% | -13.7% | -17.4% |
| 3Y | -34.7% | -24.4% | -10.4% | -31.5% |
| 5Y | -30.6% | +2.1% | -32.6% | -31.6% |
| 10Y | -37.1% | -48.7% | +11.6% | -32.4% |
| All | +387.6% | +821.1% | -433.6% | +209.5% |
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