+5,793.7%
CRM vs TAP
+89.9%
+5,703.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.5% |
| 7D | -3.5% | -2.3% | -1.2% | -2.7% |
| 30D | +29.3% | -9.4% | +38.7% | +33.5% |
| 3M | +36.8% | -0.8% | +37.6% | +37.1% |
| 6M | +23.9% | -14.7% | +38.6% | +30.0% |
| YTD | -5.5% | -13.9% | +8.5% | -1.7% |
| 1Y | -0.4% | -18.6% | +18.2% | +5.1% |
| 3Y | +12.8% | -32.0% | +44.8% | +24.4% |
| 5Y | -3.5% | -1.0% | -2.5% | -9.0% |
| 10Y | +238.4% | -51.4% | +289.8% | +295.3% |
| All | +5,793.7% | +89.9% | +5,703.9% | +3,782.7% |
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