+34.5%
RGTI vs CAI
-9.9%
+44.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +0.5% | -2.9% | +3.4% | +1.6% |
| 30D | -17.1% | +9.3% | -26.4% | -19.9% |
| 3M | -26.0% | +35.2% | -61.2% | -35.0% |
| 6M | -9.9% | +30.7% | -40.6% | -21.6% |
| YTD | -31.1% | -9.8% | -21.3% | -30.3% |
| 1Y | -8.5% | -28.9% | +20.3% | -0.5% |
| All | +34.5% | -9.9% | +44.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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