-5.9%
RGTI vs CF
+66.8%
-72.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -2.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.3% |
| 30D | -13.7% | +14.3% | -27.9% | -10.1% |
| 3M | -22.6% | +27.9% | -50.5% | -17.2% |
| 6M | -13.4% | +25.5% | -38.9% | -12.4% |
| YTD | -31.2% | +81.2% | -112.4% | -41.6% |
| All | -5.9% | +66.8% | -72.6% | -10.3% |
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