+575.5%
CAG vs TAP
+832.8%
-257.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.6% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | +7.7% | +5.7% | +1.9% | +6.6% |
| 3M | -3.2% | -1.9% | -1.3% | -2.9% |
| 6M | +7.0% | +0.9% | +6.0% | +6.8% |
| YTD | -9.0% | -9.5% | +0.5% | -7.3% |
| 1Y | -9.6% | -9.0% | -0.6% | -8.0% |
| 3Y | -36.0% | -22.2% | -13.7% | -33.2% |
| 5Y | -40.9% | +1.2% | -42.1% | -41.4% |
| 10Y | -37.3% | -46.1% | +8.8% | -33.3% |
| All | +575.5% | +832.8% | -257.2% | +352.0% |
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