-29.6%
CLS vs RGTI
-69.7%
+40.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.1% | -10.2% | -9.5% |
| 7D | -21.1% | -9.6% | -11.5% | -18.1% |
| 30D | -38.2% | -26.0% | -12.2% | -31.0% |
| 3M | -36.3% | -35.8% | -0.5% | -25.8% |
| 6M | -43.8% | -36.7% | -7.1% | -36.8% |
| YTD | -20.0% | -49.4% | +29.4% | -6.4% |
| 1Y | -29.6% | -68.1% | +38.5% | +6.2% |
| All | -29.6% | -69.7% | +40.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling