-5.0%
CMG vs TAP
-31.5%
+26.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | +12.7% | -9.4% | +22.1% | +13.9% |
| 3M | +26.3% | -0.8% | +27.1% | +26.0% |
| 6M | +4.5% | -14.7% | +19.2% | +5.9% |
| YTD | -0.1% | -13.9% | +13.8% | +0.6% |
| 1Y | -6.8% | -18.6% | +11.8% | -5.5% |
| 3Y | -5.0% | -32.0% | +27.0% | -1.7% |
| All | -5.0% | -31.5% | +26.5% | -1.7% |
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