+59.7%
RGTI vs CFG
+98.4%
-38.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.8% |
| 7D | +5.5% | +2.7% | +2.8% | +3.5% |
| 30D | -11.9% | -3.7% | -8.2% | -9.5% |
| 3M | -27.4% | +9.5% | -36.8% | -32.6% |
| 6M | -7.1% | +22.2% | -29.3% | -20.0% |
| YTD | -28.6% | +22.3% | -50.9% | -38.6% |
| 1Y | +4.4% | +39.4% | -35.1% | -17.3% |
| 3Y | +698.5% | +188.5% | +510.0% | +319.7% |
| 5Y | +64.2% | +101.5% | -37.4% | +0.1% |
| All | +59.7% | +98.4% | -38.7% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling