-11.2%
CRM vs RGTI
-72.9%
+61.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.1% | +10.1% | -1.6% |
| 7D | -3.7% | -18.3% | +14.6% | -3.0% |
| 30D | -1.1% | -35.1% | +33.9% | +0.2% |
| 3M | +15.5% | -41.3% | +56.8% | +17.3% |
| 6M | +19.5% | -46.1% | +65.5% | +20.9% |
| YTD | -15.5% | -55.5% | +40.1% | -13.2% |
| 1Y | -11.2% | -73.6% | +62.4% | -4.3% |
| All | -11.2% | -72.9% | +61.6% | -4.3% |
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 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