+10.7%
CMG vs RGTI
-72.9%
+83.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.1% | +12.7% | +0.9% |
| 7D | +13.2% | -18.3% | +31.5% | +13.8% |
| 30D | +14.6% | -35.1% | +49.6% | +16.1% |
| 3M | +2.6% | -41.3% | +43.9% | +4.2% |
| 6M | +9.6% | -46.1% | +55.7% | +9.3% |
| YTD | -4.3% | -55.5% | +51.2% | -5.2% |
| 1Y | +10.7% | -73.6% | +84.3% | +11.1% |
| All | +10.7% | -72.9% | +83.6% | +11.1% |
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