-61.5%
CSGP vs RCAT
+25.6%
-87.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.9% | +13.2% | -0.9% |
| 7D | +13.9% | -32.6% | +46.5% | +15.9% |
| 30D | +16.0% | -46.3% | +62.3% | +19.2% |
| 3M | +6.1% | -60.7% | +66.8% | +10.6% |
| 6M | -8.2% | -67.4% | +59.2% | -4.3% |
| YTD | -52.3% | -57.1% | +4.7% | -51.6% |
| 1Y | -54.5% | -63.8% | +9.3% | -53.6% |
| 3Y | -58.6% | +268.1% | -326.7% | -65.4% |
| 5Y | -61.5% | +25.2% | -86.7% | -64.7% |
| All | -61.5% | +25.6% | -87.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling