-58.4%
CSGP vs TAP
-20.1%
-38.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | +13.9% | +7.7% | +6.2% | +11.2% |
| 30D | +16.0% | +14.4% | +1.6% | +11.5% |
| 3M | +6.1% | +2.0% | +4.1% | +5.2% |
| 6M | -8.2% | +2.5% | -10.6% | -9.1% |
| YTD | -52.3% | -6.4% | -45.9% | -52.4% |
| 1Y | -54.5% | -2.3% | -52.2% | -55.1% |
| All | -58.4% | -20.1% | -38.3% | -57.5% |
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 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