+316.4%
CFG vs TAP
-27.4%
+343.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.2% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | +1.1% | +9.1% | -8.1% | -3.5% |
| 3M | -12.0% | -3.8% | -8.2% | -11.1% |
| 6M | -2.2% | -3.4% | +1.2% | -1.8% |
| YTD | +11.4% | -10.6% | +22.0% | +14.9% |
| 1Y | +27.8% | -4.4% | +32.2% | +27.1% |
| 3Y | +173.3% | -24.4% | +197.7% | +197.7% |
| 5Y | +62.4% | +2.1% | +60.4% | +46.1% |
| 10Y | +249.6% | -48.7% | +298.3% | +251.8% |
| All | +316.4% | -27.4% | +343.8% | +275.3% |
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