-63.2%
CSGP vs RCAT
+46.9%
-110.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +18.6% | -23.3% | -5.5% |
| 7D | +1.3% | -12.7% | +14.0% | +1.7% |
| 30D | +10.7% | -34.3% | +45.0% | +12.6% |
| 3M | +3.3% | -53.4% | +56.7% | +6.7% |
| 6M | -10.3% | -62.0% | +51.6% | -7.3% |
| YTD | -54.6% | -49.1% | -5.5% | -54.3% |
| 1Y | -54.6% | -53.1% | -1.5% | -54.3% |
| 3Y | -60.3% | +318.7% | -379.0% | -67.1% |
| All | -63.2% | +46.9% | -110.1% | -66.8% |
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