+60.4%
CF vs TAP
-20.1%
+80.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.3% |
| 7D | +0.4% | +7.7% | -7.3% | -0.3% |
| 30D | +2.2% | +14.4% | -12.2% | +0.9% |
| 3M | +2.1% | +2.0% | +0.1% | +1.7% |
| 6M | -6.5% | +2.5% | -9.0% | -7.0% |
| YTD | +55.6% | -6.4% | +62.0% | +55.7% |
| 1Y | +42.3% | -2.3% | +44.6% | +41.6% |
| All | +60.4% | -20.1% | +80.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling