+1,249.5%
CLS vs RGTI
+665.7%
+583.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +5.0% | -0.1% | +5.1% | +5.0% |
| 30D | +4.8% | -16.2% | +21.0% | +7.0% |
| 3M | -10.4% | -22.0% | +11.6% | -7.9% |
| 6M | +20.8% | -10.8% | +31.6% | +21.3% |
| YTD | +10.0% | -31.6% | +41.6% | +12.9% |
| 1Y | +28.5% | -6.4% | +34.9% | +26.5% |
| All | +1,249.5% | +665.7% | +583.8% | +826.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling