-64.8%
CSGP vs TAP
+2.2%
-66.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -4.1% | -2.3% | -1.8% | -3.6% |
| 30D | +2.3% | -2.1% | +4.5% | +2.8% |
| 3M | -8.2% | +6.6% | -14.8% | -9.2% |
| 6M | -35.1% | -11.5% | -23.6% | -33.6% |
| YTD | -54.0% | -10.3% | -43.8% | -53.3% |
| 1Y | -65.3% | -14.4% | -50.9% | -64.5% |
| 3Y | -62.6% | -28.3% | -34.3% | -60.6% |
| All | -64.8% | +2.2% | -66.9% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling