+55.6%
RGTI vs CFG
+96.1%
-40.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -0.1% | -1.7% | +1.6% | +1.1% |
| 30D | -16.2% | -4.6% | -11.6% | -13.2% |
| 3M | -22.0% | +7.9% | -29.9% | -27.1% |
| 6M | -10.8% | +19.9% | -30.6% | -22.8% |
| YTD | -31.6% | +21.7% | -53.3% | -41.4% |
| 1Y | -6.4% | +38.4% | -44.8% | -26.5% |
| 3Y | +665.7% | +187.0% | +478.7% | +283.1% |
| 5Y | +55.6% | +99.5% | -43.9% | -6.5% |
| All | +55.6% | +96.1% | -40.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling