+56.8%
RGTI vs CAH
+393.5%
-336.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +0.5% | -5.1% | +5.6% | +1.5% |
| 30D | -17.1% | +0.2% | -17.3% | -17.2% |
| 3M | -26.0% | +6.3% | -32.3% | -27.2% |
| 6M | -9.9% | +9.4% | -19.2% | -12.0% |
| YTD | -31.1% | +15.0% | -46.0% | -33.9% |
| 1Y | -8.5% | +55.4% | -64.0% | -20.9% |
| 3Y | +652.2% | +173.8% | +478.4% | +420.6% |
| All | +56.8% | +393.5% | -336.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling