-9.2%
RGTI vs CB
+22.8%
-32.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.2% |
| 7D | -0.1% | -2.8% | +2.6% | -2.7% |
| 30D | -16.2% | -2.4% | -13.8% | -17.8% |
| 3M | -22.0% | +2.8% | -24.8% | -19.6% |
| 6M | -10.8% | +4.8% | -15.5% | -5.2% |
| YTD | -31.6% | +9.2% | -40.7% | -26.1% |
| All | -9.2% | +22.8% | -32.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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