+3.2%
TAP vs CLBK
+24.6%
-21.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.7% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +9.1% | +2.9% | +6.3% | +8.6% |
| 3M | -3.8% | +3.0% | -6.8% | -4.3% |
| 6M | -3.4% | +27.3% | -30.7% | -7.4% |
| YTD | -10.6% | +58.0% | -68.6% | -17.4% |
| 1Y | -4.4% | +62.4% | -66.8% | -12.1% |
| 3Y | -24.4% | +46.9% | -71.3% | -30.1% |
| All | +3.2% | +24.6% | -21.3% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling