+237.0%
CFG vs TAP
-49.5%
+286.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.5% |
| 7D | +0.3% | -7.8% | +8.1% | +4.4% |
| 30D | +3.2% | +7.1% | -3.9% | -0.9% |
| 3M | -9.7% | -7.0% | -2.7% | -7.1% |
| 6M | +3.6% | -3.8% | +7.4% | +4.2% |
| YTD | +14.7% | -11.7% | +26.4% | +19.2% |
| 1Y | +29.6% | -10.1% | +39.7% | +33.0% |
| 3Y | +190.6% | -23.7% | +214.3% | +215.8% |
| 5Y | +67.1% | +2.9% | +64.2% | +45.9% |
| 10Y | +237.0% | -49.5% | +286.5% | +183.2% |
| All | +237.0% | -49.5% | +286.5% | +183.2% |
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