+568.0%
CF vs TAP
-49.3%
+617.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.3% |
| 7D | -3.2% | +0.5% | -3.7% | -3.7% |
| 30D | +4.3% | +9.1% | -4.8% | +0.6% |
| 3M | +2.8% | -3.8% | +6.6% | +3.4% |
| 6M | +0.6% | -3.4% | +4.1% | +0.6% |
| YTD | +56.6% | -10.6% | +67.3% | +59.8% |
| 1Y | +49.6% | -4.4% | +54.0% | +48.4% |
| 3Y | +61.5% | -24.4% | +85.9% | +71.1% |
| 5Y | +124.0% | +2.1% | +121.9% | +99.8% |
| All | +568.0% | -49.3% | +617.3% | +443.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling