+350.2%
CG vs TAP
+39.6%
+310.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -4.3% | -2.3% | -2.0% | -3.6% |
| 30D | -5.1% | -2.1% | -2.9% | -4.5% |
| 3M | +8.7% | +6.6% | +2.1% | +5.8% |
| 6M | -9.2% | -11.5% | +2.3% | -6.1% |
| YTD | -18.9% | -10.3% | -8.6% | -16.9% |
| 1Y | -25.6% | -14.4% | -11.2% | -23.0% |
| 3Y | +57.3% | -28.3% | +85.6% | +71.1% |
| 5Y | +10.2% | +1.7% | +8.4% | +3.9% |
| 10Y | +364.2% | -49.2% | +413.4% | +401.1% |
| All | +350.2% | +39.6% | +310.6% | +259.9% |
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 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