+55.6%
RGTI vs CL
+27.8%
+27.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.6% |
| 7D | -0.1% | -2.4% | +2.3% | -1.2% |
| 30D | -16.2% | -4.8% | -11.4% | -18.0% |
| 3M | -22.0% | -1.7% | -20.3% | -22.3% |
| 6M | -10.8% | -3.8% | -6.9% | -11.8% |
| YTD | -31.6% | +13.3% | -44.8% | -26.8% |
| 1Y | -6.4% | +8.3% | -14.7% | -0.7% |
| 3Y | +665.7% | +28.8% | +636.8% | +745.8% |
| 5Y | +55.6% | +28.5% | +27.1% | +76.8% |
| All | +55.6% | +27.8% | +27.8% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling