-31.4%
TAP vs CLBK
+66.9%
-98.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -9.4% | +7.8% | -17.2% | -11.5% |
| 3M | -0.8% | +23.9% | -24.7% | -7.3% |
| 6M | -14.7% | +42.3% | -57.1% | -23.7% |
| YTD | -13.9% | +65.4% | -79.3% | -26.7% |
| 1Y | -18.6% | +70.3% | -88.9% | -31.7% |
| 3Y | -32.0% | +54.5% | -86.5% | -42.8% |
| 5Y | -1.0% | +43.1% | -44.1% | -20.4% |
| All | -31.4% | +66.9% | -98.3% | -51.7% |
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