+245.3%
RCL vs CSGP
-62.1%
+307.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.5% |
| 7D | +3.9% | +13.9% | -10.0% | -1.0% |
| 30D | +11.8% | +16.0% | -4.2% | +4.2% |
| 3M | -0.8% | +6.1% | -6.9% | -5.0% |
| 6M | +23.6% | -8.2% | +31.8% | +24.1% |
| YTD | +17.6% | -52.3% | +70.0% | +55.9% |
| 1Y | +28.3% | -54.5% | +82.8% | +73.7% |
| 3Y | +261.4% | -58.6% | +320.0% | +389.7% |
| 5Y | +245.3% | -61.5% | +306.8% | +405.4% |
| All | +245.3% | -62.1% | +307.4% | +405.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling