+577.4%
CF vs TAP
-49.2%
+626.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +6.0% | -2.3% | +8.3% | +6.8% |
| 30D | +14.8% | -2.1% | +17.0% | +15.4% |
| 3M | +14.1% | +6.6% | +7.4% | +10.7% |
| 6M | +28.5% | -11.5% | +40.0% | +33.0% |
| YTD | +74.9% | -10.3% | +85.2% | +79.2% |
| 1Y | +61.7% | -14.4% | +76.1% | +68.0% |
| 3Y | +80.3% | -28.3% | +108.6% | +96.1% |
| 5Y | +226.0% | +1.7% | +224.3% | +192.3% |
| All | +577.4% | -49.2% | +626.6% | +525.5% |
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