+4.3%
RGTI vs CF
+193.8%
-189.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -7.1% |
| 7D | +4.9% | +5.4% | -0.5% | +4.6% |
| 30D | -19.2% | +6.5% | -25.7% | -19.4% |
| 3M | -43.9% | +4.6% | -48.5% | -44.1% |
| 6M | -45.8% | -3.3% | -42.5% | -45.7% |
| YTD | -53.4% | +63.9% | -117.2% | -58.2% |
| 1Y | -63.5% | +50.4% | -113.9% | -66.7% |
| 3Y | +964.9% | +68.2% | +896.7% | +809.1% |
| 5Y | -2.1% | +113.8% | -115.9% | -12.3% |
| All | +4.3% | +193.8% | -189.4% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling