-27.8%
TAP vs CLBK
+60.9%
-88.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.4% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +5.7% | +3.4% | +2.3% | +4.6% |
| 3M | -1.9% | -4.3% | +2.4% | -0.7% |
| 6M | +0.9% | +28.4% | -27.4% | -6.8% |
| YTD | -9.5% | +59.4% | -68.9% | -22.2% |
| 1Y | -9.0% | +64.8% | -73.8% | -22.6% |
| 3Y | -22.2% | +50.6% | -72.8% | -34.1% |
| 5Y | +1.2% | +28.3% | -27.1% | -14.2% |
| All | -27.8% | +60.9% | -88.7% | -48.7% |
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