-29.4%
TAP vs CLBK
+63.3%
-92.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -4.5% | +2.9% | -7.4% | -5.4% |
| 30D | +7.5% | +5.4% | +2.1% | +5.8% |
| 3M | -4.9% | +5.8% | -10.6% | -6.7% |
| 6M | -3.5% | +28.9% | -32.4% | -11.0% |
| YTD | -11.4% | +61.8% | -73.3% | -24.1% |
| 1Y | -10.8% | +63.1% | -73.9% | -23.9% |
| 3Y | -24.5% | +55.3% | -79.8% | -36.6% |
| 5Y | +2.5% | +28.0% | -25.5% | -12.7% |
| All | -29.4% | +63.3% | -92.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling