-27.6%
TAP vs CLBK
+51.7%
-79.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -2.1% | +9.1% | -11.3% | -4.0% |
| 3M | +6.6% | +27.7% | -21.1% | +1.1% |
| 6M | -11.5% | +40.8% | -52.3% | -17.8% |
| YTD | -10.3% | +66.4% | -76.6% | -19.5% |
| 1Y | -14.4% | +72.4% | -86.8% | -24.0% |
| All | -27.6% | +51.7% | -79.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling