+219.7%
CFG vs TAP
-48.8%
+268.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +0.7% | -4.5% | +5.2% | +3.0% |
| 30D | +2.8% | +7.5% | -4.7% | -1.5% |
| 3M | -10.1% | -4.9% | -5.2% | -8.5% |
| 6M | +3.2% | -3.5% | +6.7% | +3.6% |
| YTD | +14.2% | -11.4% | +25.6% | +18.5% |
| 1Y | +27.4% | -10.8% | +38.2% | +31.4% |
| 3Y | +187.6% | -24.5% | +212.1% | +214.6% |
| 5Y | +65.7% | +2.5% | +63.2% | +45.0% |
| 10Y | +219.7% | -47.6% | +267.3% | +180.2% |
| All | +219.7% | -48.8% | +268.5% | +180.2% |
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