-2.8%
RGTI vs CL
+40.3%
-43.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.8% | -8.7% | -6.0% |
| 7D | -18.1% | +3.2% | -21.3% | -16.9% |
| 30D | -17.6% | +8.0% | -25.7% | -14.1% |
| 3M | -48.3% | +7.9% | -56.2% | -46.0% |
| 6M | -47.8% | +14.7% | -62.5% | -43.5% |
| YTD | -56.6% | +29.2% | -85.7% | -50.5% |
| 1Y | -61.8% | +29.5% | -91.4% | -56.3% |
| 3Y | +807.5% | +40.7% | +766.9% | +953.4% |
| 5Y | -8.8% | +43.9% | -52.7% | +8.4% |
| All | -2.8% | +40.3% | -43.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling