+67.3%
CSGP vs RCAT
-99.6%
+166.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.1% | +2.2% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | +5.3% | -22.0% | +27.3% | +5.4% |
| 3M | +3.3% | -51.1% | +54.4% | +3.8% |
| 6M | -4.7% | -56.6% | +51.9% | -4.2% |
| YTD | -53.5% | -43.3% | -10.3% | -53.5% |
| 1Y | -53.7% | -51.5% | -2.2% | -53.7% |
| 3Y | -59.7% | +411.4% | -471.1% | -60.7% |
| 5Y | -62.5% | +74.4% | -136.9% | -63.2% |
| 10Y | +67.3% | -99.6% | +166.8% | +59.5% |
| All | +67.3% | -99.6% | +166.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling