+1,263.2%
CSGP vs RCAT
-100.0%
+1,363.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.3% | +14.3% | +4.0% |
| 7D | +18.3% | -18.5% | +36.8% | +18.4% |
| 30D | +17.8% | -37.0% | +54.7% | +17.9% |
| 3M | +9.3% | -54.9% | +64.1% | +9.5% |
| 6M | -7.9% | -63.6% | +55.7% | -7.7% |
| YTD | -51.5% | -49.6% | -2.0% | -51.5% |
| 1Y | -53.3% | -57.8% | +4.5% | -53.3% |
| 3Y | -57.9% | +332.4% | -390.3% | -58.2% |
| 5Y | -61.3% | +48.1% | -109.5% | -61.5% |
| 10Y | +77.5% | -99.6% | +177.2% | +73.6% |
| All | +1,263.2% | -100.0% | +1,363.2% | +924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling