+331.9%
RCL vs CSGP
+65.8%
+266.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.9% |
| 7D | -1.2% | +1.3% | -2.5% | -1.8% |
| 30D | +17.8% | +2.8% | +15.0% | +14.6% |
| 3M | +4.9% | -6.3% | +11.3% | +5.8% |
| 6M | +23.7% | -3.2% | +26.9% | +20.5% |
| YTD | +17.8% | -54.0% | +71.8% | +60.9% |
| 1Y | +28.9% | -54.8% | +83.7% | +77.3% |
| 3Y | +241.9% | -60.6% | +302.5% | +385.2% |
| 5Y | +295.4% | -62.6% | +358.0% | +460.0% |
| All | +331.9% | +65.8% | +266.1% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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