+62.0%
CFG vs TAP
+2.0%
+60.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +1.1% | +9.1% | -8.1% | -2.2% |
| 3M | -12.0% | -3.8% | -8.2% | -11.2% |
| 6M | -2.2% | -3.4% | +1.2% | -1.8% |
| YTD | +11.4% | -10.6% | +22.0% | +14.1% |
| 1Y | +27.8% | -4.4% | +32.2% | +27.2% |
| 3Y | +173.3% | -24.4% | +197.7% | +191.8% |
| All | +62.0% | +2.0% | +60.1% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling