+308.6%
CFG vs TAP
-52.1%
+360.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +1.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.9% |
| 30D | -3.7% | -9.4% | +5.7% | +1.0% |
| 3M | +9.5% | -0.8% | +10.3% | +9.1% |
| 6M | +22.2% | -14.7% | +37.0% | +31.2% |
| YTD | +22.3% | -13.9% | +36.3% | +29.5% |
| 1Y | +39.4% | -18.6% | +58.1% | +51.3% |
| 3Y | +188.5% | -32.0% | +220.5% | +236.0% |
| 5Y | +101.5% | -1.0% | +102.5% | +81.1% |
| 10Y | +308.6% | -51.4% | +360.0% | +269.1% |
| All | +308.6% | -52.1% | +360.7% | +269.1% |
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 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