-68.1%
RGTI vs CF
+35.9%
-104.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | -0.4% |
| 7D | -9.6% | -6.9% | -2.7% | -11.7% |
| 30D | -26.0% | -3.7% | -22.3% | -26.7% |
| 3M | -35.8% | -5.0% | -30.8% | -36.1% |
| 6M | -36.7% | -10.5% | -26.2% | -37.5% |
| YTD | -49.4% | +46.5% | -95.9% | -57.7% |
| 1Y | -68.1% | +34.8% | -103.0% | -72.3% |
| All | -68.1% | +35.9% | -104.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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