+105.2%
CTVA vs TAP
0.0%
+105.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.3% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | +12.0% | -9.4% | +21.4% | +14.5% |
| 3M | +13.5% | -0.8% | +14.3% | +13.4% |
| 6M | +12.1% | -14.7% | +26.9% | +15.8% |
| YTD | +29.0% | -13.9% | +43.0% | +32.5% |
| 1Y | +18.9% | -18.6% | +37.5% | +23.6% |
| 3Y | +78.9% | -32.0% | +110.9% | +93.2% |
| 5Y | +105.2% | -1.0% | +106.2% | +88.5% |
| All | +105.2% | 0.0% | +105.3% | +88.5% |
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 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