+331.5%
RCL vs CSGP
+45.2%
+286.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | -5.1% | -4.1% | -1.0% | -3.3% |
| 30D | -19.0% | +2.3% | -21.3% | -20.4% |
| 3M | -9.6% | -8.2% | -1.4% | -7.5% |
| 6M | -6.7% | -35.1% | +28.4% | +12.0% |
| YTD | -3.9% | -54.0% | +50.1% | +33.6% |
| 1Y | -25.1% | -65.3% | +40.2% | +20.4% |
| 3Y | +179.1% | -62.6% | +241.7% | +313.8% |
| 5Y | +243.3% | -64.8% | +308.1% | +406.8% |
| All | +331.5% | +45.2% | +286.3% | +249.3% |
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