+8.9%
CRM vs RGTI
+54.2%
-45.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | +28.1% | -17.1% | +45.2% | +29.2% |
| 3M | +48.8% | -26.0% | +74.8% | +50.5% |
| 6M | +28.3% | -9.9% | +38.1% | +27.2% |
| YTD | -6.0% | -31.1% | +25.0% | -5.7% |
| 1Y | +1.4% | -8.5% | +9.9% | -1.1% |
| 3Y | +11.8% | +652.2% | -640.4% | -15.6% |
| 5Y | -2.0% | +56.8% | -58.8% | -11.9% |
| All | +8.9% | +54.2% | -45.3% | -4.0% |
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