+280.5%
CG vs TAP
+39.0%
+241.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +5.0% | +9.1% | -4.1% | +1.8% |
| 3M | -18.2% | -3.8% | -14.4% | -17.4% |
| 6M | -20.7% | -3.4% | -17.3% | -20.4% |
| YTD | -31.4% | -10.6% | -20.8% | -29.8% |
| 1Y | -22.3% | -4.4% | -17.8% | -22.6% |
| 3Y | +50.2% | -24.4% | +74.5% | +60.0% |
| 5Y | -22.1% | +2.1% | -24.1% | -26.6% |
| 10Y | +295.5% | -48.7% | +344.3% | +325.4% |
| All | +280.5% | +39.0% | +241.5% | +204.1% |
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