+53.5%
RGTI vs CF
+213.6%
-160.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.3% |
| 7D | -2.5% | +6.0% | -8.5% | -2.9% |
| 30D | -9.4% | +14.8% | -24.3% | -10.3% |
| 3M | -37.1% | +14.1% | -51.1% | -37.9% |
| 6M | -14.4% | +28.5% | -42.9% | -18.9% |
| YTD | -31.4% | +74.9% | -106.3% | -38.8% |
| 1Y | +0.5% | +61.7% | -61.2% | -8.9% |
| 3Y | +726.1% | +80.3% | +645.8% | +600.6% |
| 5Y | +56.2% | +226.0% | -169.8% | +38.9% |
| All | +53.5% | +213.6% | -160.1% | +36.2% |
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