+5,294.5%
CF vs TAP
+124.3%
+5,170.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.1% |
| 7D | +0.4% | +7.7% | -7.3% | -3.1% |
| 30D | +2.2% | +14.4% | -12.2% | -4.0% |
| 3M | +2.1% | +2.0% | +0.1% | +0.4% |
| 6M | -6.5% | +2.5% | -9.0% | -9.0% |
| YTD | +55.6% | -6.4% | +62.0% | +56.1% |
| 1Y | +42.3% | -2.3% | +44.6% | +39.8% |
| 3Y | +55.7% | -20.3% | +76.0% | +62.5% |
| 5Y | +122.4% | +6.9% | +115.5% | +94.1% |
| 10Y | +568.5% | -46.3% | +614.9% | +653.2% |
| All | +5,294.5% | +124.3% | +5,170.2% | +3,134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling