+54.2%
RGTI vs CF
+212.9%
-158.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -17.1% | +11.5% | -28.6% | -17.8% |
| 3M | -26.0% | +25.5% | -51.5% | -27.7% |
| 6M | -9.9% | +11.8% | -21.7% | -12.2% |
| YTD | -31.1% | +74.6% | -105.6% | -38.5% |
| 1Y | -8.5% | +57.7% | -66.2% | -16.7% |
| 3Y | +652.2% | +74.2% | +578.0% | +543.2% |
| 5Y | +56.8% | +223.8% | -167.0% | +39.4% |
| All | +54.2% | +212.9% | -158.7% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling