+59.7%
RGTI vs CI
+21.2%
+38.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +3.9% |
| 7D | +5.5% | -2.0% | +7.5% | +5.3% |
| 30D | -11.9% | -1.8% | -10.1% | -11.9% |
| 3M | -27.4% | -4.2% | -23.1% | -27.5% |
| 6M | -7.1% | +2.7% | -9.8% | -6.9% |
| YTD | -28.6% | +1.9% | -30.5% | -28.4% |
| 1Y | +4.4% | -6.3% | +10.6% | +4.9% |
| 3Y | +698.5% | +3.9% | +694.6% | +685.1% |
| 5Y | +64.2% | +41.9% | +22.3% | +54.9% |
| All | +59.7% | +21.2% | +38.5% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling