+380.4%
RCL vs CSGP
+63.3%
+317.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +3.4% |
| 7D | +6.5% | +1.3% | +5.2% | +5.9% |
| 30D | +15.9% | +10.7% | +5.2% | +8.7% |
| 3M | +2.7% | +3.3% | -0.6% | -1.5% |
| 6M | +15.2% | -10.3% | +25.6% | +16.3% |
| YTD | +19.2% | -54.6% | +73.8% | +63.8% |
| 1Y | +31.6% | -54.6% | +86.3% | +80.3% |
| 3Y | +274.2% | -60.3% | +334.5% | +428.2% |
| 5Y | +250.1% | -63.3% | +313.4% | +400.2% |
| All | +380.4% | +63.3% | +317.1% | +257.4% |
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