+22.3%
CMG vs RGTI
+54.2%
-31.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -2.1% | +0.5% | -2.5% | -2.1% |
| 30D | +10.9% | -17.1% | +28.0% | +11.6% |
| 3M | +15.8% | -26.0% | +41.8% | +16.7% |
| 6M | +6.9% | -9.9% | +16.8% | +6.2% |
| YTD | -2.2% | -31.1% | +28.9% | -2.1% |
| 1Y | -7.1% | -8.5% | +1.4% | -8.8% |
| 3Y | -7.1% | +652.2% | -659.3% | -23.4% |
| 5Y | -4.8% | +56.8% | -61.6% | -8.4% |
| All | +22.3% | +54.2% | -31.9% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling