+50.2%
CG vs TAP
-23.7%
+73.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +5.0% | +9.1% | -4.1% | +3.4% |
| 3M | -18.2% | -3.8% | -14.4% | -17.7% |
| 6M | -20.7% | -3.4% | -17.3% | -20.4% |
| YTD | -31.4% | -10.6% | -20.8% | -30.5% |
| 1Y | -22.3% | -4.4% | -17.8% | -22.8% |
| 3Y | +50.2% | -24.4% | +74.5% | +53.7% |
| All | +50.2% | -23.7% | +73.8% | +53.7% |
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 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