+362.4%
CFG vs TAP
-27.1%
+389.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | -2.3% | +3.9% | +2.7% |
| 30D | -3.8% | -2.1% | -1.7% | -3.1% |
| 3M | +11.5% | +6.6% | +4.9% | +7.4% |
| 6M | +19.2% | -11.5% | +30.7% | +25.2% |
| YTD | +23.7% | -10.3% | +34.0% | +28.0% |
| 1Y | +38.8% | -14.4% | +53.2% | +46.3% |
| 3Y | +178.9% | -28.3% | +207.2% | +213.7% |
| 5Y | +101.8% | +1.7% | +100.1% | +82.8% |
| 10Y | +317.3% | -49.2% | +366.5% | +322.5% |
| All | +362.4% | -27.1% | +389.4% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling