-68.1%
RGTI vs CAH
+38.5%
-106.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.4% | +2.5% |
| 7D | -9.6% | +7.0% | -16.6% | -7.2% |
| 30D | -26.0% | +12.4% | -38.4% | -22.4% |
| 3M | -35.8% | +12.2% | -47.9% | -32.6% |
| 6M | -36.7% | +33.2% | -69.9% | -30.0% |
| YTD | -49.4% | +28.4% | -77.8% | -41.5% |
| 1Y | -68.1% | +35.0% | -103.2% | -62.5% |
| All | -68.1% | +38.5% | -106.7% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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