+4,173.1%
CLS vs RGTI
+54.2%
+4,118.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.8% | +6.5% |
| 7D | +10.9% | +0.5% | +10.5% | +10.9% |
| 30D | +2.1% | -17.1% | +19.2% | +4.2% |
| 3M | -10.2% | -26.0% | +15.8% | -7.5% |
| 6M | +30.4% | -9.9% | +40.2% | +30.7% |
| YTD | +17.2% | -31.1% | +48.3% | +20.0% |
| 1Y | +41.0% | -8.5% | +49.5% | +38.9% |
| 3Y | +1,338.0% | +652.2% | +685.7% | +910.6% |
| 5Y | +3,860.6% | +56.8% | +3,803.8% | +2,741.5% |
| All | +4,173.1% | +54.2% | +4,118.9% | +2,964.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling