-62.8%
CSGP vs RCAT
+762.9%
-825.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -4.1% | -1.4% | -2.7% | -4.0% |
| 30D | +2.3% | -3.3% | +5.7% | +2.3% |
| 3M | -8.2% | -43.2% | +35.0% | -6.1% |
| 6M | -35.1% | -43.2% | +8.1% | -34.2% |
| YTD | -54.0% | +5.5% | -59.6% | -55.1% |
| 1Y | -65.3% | -1.6% | -63.7% | -66.4% |
| All | -62.8% | +762.9% | -825.7% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling