+41.0%
CLS vs RGTI
-5.4%
+46.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.8% | +6.4% |
| 7D | +10.9% | +0.5% | +10.5% | +10.8% |
| 30D | +2.1% | -17.1% | +19.2% | +6.9% |
| 3M | -10.2% | -26.0% | +15.8% | -4.5% |
| 6M | +30.4% | -9.9% | +40.2% | +29.9% |
| YTD | +17.2% | -31.1% | +48.3% | +21.0% |
| 1Y | +41.0% | -8.5% | +49.5% | +72.6% |
| All | +41.0% | -5.4% | +46.5% | +72.6% |
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