-48.3%
RGTI vs CL
+7.6%
-55.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.8% | -8.7% | -4.8% |
| 7D | -18.1% | +3.2% | -21.3% | -15.1% |
| 30D | -17.6% | +8.0% | -25.7% | -10.0% |
| 3M | -48.3% | +7.9% | -56.2% | -43.6% |
| All | -48.3% | +7.6% | -55.9% | -43.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling