+65.2%
CSGP vs RCAT
-99.8%
+165.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +18.6% | -23.3% | -4.8% |
| 7D | +1.3% | -12.7% | +14.0% | +1.3% |
| 30D | +10.7% | -34.3% | +45.0% | +11.0% |
| 3M | +3.3% | -53.4% | +56.7% | +3.8% |
| 6M | -10.3% | -62.0% | +51.6% | -9.8% |
| YTD | -54.6% | -49.1% | -5.5% | -54.5% |
| 1Y | -54.6% | -53.1% | -1.5% | -54.6% |
| 3Y | -60.3% | +318.7% | -379.0% | -61.2% |
| 5Y | -63.3% | +48.5% | -111.8% | -64.0% |
| All | +65.2% | -99.8% | +165.0% | +59.9% |
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