+1,125.9%
RCL vs CSGP
+3,520.0%
-2,394.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.0% | +2.4% | +5.1% |
| 7D | +11.7% | +18.3% | -6.6% | +5.8% |
| 30D | +21.1% | +17.8% | +3.3% | +13.8% |
| 3M | +2.9% | +9.3% | -6.4% | -1.6% |
| 6M | +29.8% | -7.9% | +37.7% | +29.8% |
| YTD | +21.4% | -51.5% | +73.0% | +46.9% |
| 1Y | +32.0% | -53.3% | +85.3% | +61.3% |
| 3Y | +273.1% | -57.9% | +331.0% | +364.2% |
| 5Y | +288.4% | -61.3% | +349.7% | +394.0% |
| 10Y | +397.4% | +77.5% | +319.8% | +300.9% |
| All | +1,125.9% | +3,520.0% | -2,394.1% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling