+56.8%
RGTI vs CB
+99.5%
-42.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.8% |
| 7D | +0.5% | -0.7% | +1.1% | +0.4% |
| 30D | -17.1% | -1.2% | -15.9% | -17.2% |
| 3M | -26.0% | +3.8% | -29.8% | -25.7% |
| 6M | -9.9% | +5.8% | -15.6% | -9.3% |
| YTD | -31.1% | +9.4% | -40.4% | -30.7% |
| 1Y | -8.5% | +20.7% | -29.2% | -8.4% |
| 3Y | +652.2% | +70.1% | +582.2% | +629.2% |
| All | +56.8% | +99.5% | -42.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling