+471.5%
CF vs TAP
-46.0%
+517.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.0% |
| 7D | +4.8% | +1.3% | +3.5% | +4.3% |
| 30D | +4.7% | +5.7% | -1.0% | +2.1% |
| 3M | +7.4% | -1.9% | +9.3% | +7.4% |
| 6M | +0.6% | +0.9% | -0.3% | -1.0% |
| YTD | +64.1% | -9.5% | +73.6% | +66.7% |
| 1Y | +51.4% | -9.0% | +60.4% | +53.3% |
| 3Y | +67.8% | -22.2% | +90.0% | +75.9% |
| 5Y | +114.1% | +1.2% | +112.9% | +91.7% |
| All | +471.5% | -46.0% | +517.4% | +420.6% |
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