-17.9%
TAP vs CLBK
+69.8%
-87.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -9.4% | +7.8% | -17.2% | -10.7% |
| 3M | -0.8% | +23.9% | -24.7% | -5.0% |
| 6M | -14.7% | +42.3% | -57.1% | -20.1% |
| YTD | -13.9% | +65.4% | -79.3% | -20.6% |
| All | -17.9% | +69.8% | -87.7% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling