+53.1%
RGTI vs CAH
+330.1%
-277.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.2% |
| 7D | -0.1% | -5.1% | +4.9% | +0.8% |
| 30D | -16.2% | -1.8% | -14.4% | -16.0% |
| 3M | -22.0% | +9.4% | -31.4% | -23.6% |
| 6M | -10.8% | +9.2% | -20.0% | -12.6% |
| YTD | -31.6% | +15.7% | -47.2% | -34.1% |
| 1Y | -6.4% | +59.7% | -66.1% | -18.1% |
| 3Y | +665.7% | +178.5% | +487.2% | +463.2% |
| 5Y | +55.6% | +398.3% | -342.6% | +4.8% |
| All | +53.1% | +330.1% | -277.0% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling