-13.4%
RGTI vs CI
+4.7%
-18.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.3% |
| 30D | -13.7% | +0.5% | -14.1% | -13.5% |
| 3M | -22.6% | -5.2% | -17.4% | -22.8% |
| 6M | -13.4% | +4.3% | -17.7% | -16.9% |
| All | -13.4% | +4.7% | -18.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 6mo: compounded portfolio wealth divided by compounded CI 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…
6mo analysis · Full analysis span regression · 6 months rolling