+61.7%
CF vs TAP
-14.5%
+76.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +6.0% | -2.3% | +8.3% | +6.0% |
| 30D | +14.8% | -2.1% | +17.0% | +14.8% |
| 3M | +14.1% | +6.6% | +7.4% | +14.0% |
| 6M | +28.5% | -11.5% | +40.0% | +29.8% |
| YTD | +74.9% | -10.3% | +85.2% | +73.8% |
| 1Y | +61.7% | -14.4% | +76.1% | +62.0% |
| All | +61.7% | -14.5% | +76.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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