+181.4%
CFG vs TAP
-28.0%
+209.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | -2.3% | +3.9% | +2.1% |
| 30D | -3.8% | -2.1% | -1.7% | -3.4% |
| 3M | +11.5% | +6.6% | +4.9% | +9.3% |
| 6M | +19.2% | -11.5% | +30.7% | +22.5% |
| YTD | +23.7% | -10.3% | +34.0% | +25.9% |
| 1Y | +38.8% | -14.4% | +53.2% | +43.2% |
| All | +181.4% | -28.0% | +209.4% | +189.5% |
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