-54.6%
CSGP vs TAP
-6.0%
-48.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.2% | -2.6% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | +10.7% | +9.1% | +1.5% | +7.9% |
| 3M | +3.3% | -3.8% | +7.1% | +4.1% |
| 6M | -10.3% | -3.4% | -6.9% | -10.8% |
| YTD | -54.6% | -10.6% | -43.9% | -55.2% |
| 1Y | -54.6% | -4.4% | -50.2% | -55.5% |
| All | -54.6% | -6.0% | -48.7% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling