+56.8%
RGTI vs CAG
-43.1%
+99.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.6% |
| 7D | +0.5% | -5.7% | +6.1% | -0.8% |
| 30D | -17.1% | -2.4% | -14.7% | -17.5% |
| 3M | -26.0% | +9.8% | -35.8% | -24.1% |
| 6M | -9.9% | -10.8% | +1.0% | -10.8% |
| YTD | -31.1% | -10.8% | -20.2% | -31.6% |
| 1Y | -8.5% | -19.0% | +10.4% | -10.1% |
| 3Y | +652.2% | -39.7% | +691.9% | +604.8% |
| All | +56.8% | -43.1% | +99.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling