+45.0%
CG vs TAP
-22.2%
+67.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | +0.2% | +1.3% | -1.1% | -0.1% |
| 30D | +11.2% | +5.7% | +5.5% | +10.1% |
| 3M | -22.1% | -1.9% | -20.2% | -21.9% |
| 6M | -17.9% | +0.9% | -18.9% | -18.3% |
| YTD | -31.3% | -9.5% | -21.8% | -30.5% |
| 1Y | -24.0% | -9.0% | -15.0% | -23.4% |
| 3Y | +45.0% | -22.2% | +67.2% | +46.9% |
| All | +45.0% | -22.2% | +67.1% | +46.9% |
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