+55.4%
CVS vs RGTI
+665.7%
-610.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.0% | -0.1% | -1.8% | -2.0% |
| 30D | +1.9% | -16.2% | +18.1% | +1.8% |
| 3M | -2.2% | -22.0% | +19.9% | -2.3% |
| 6M | +26.7% | -10.8% | +37.5% | +26.8% |
| YTD | +22.9% | -31.6% | +54.4% | +22.8% |
| 1Y | +32.9% | -6.4% | +39.3% | +33.1% |
| All | +55.4% | +665.7% | -610.2% | +49.1% |
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 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