+53.5%
RGTI vs CL
+24.2%
+29.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.5% |
| 7D | -2.5% | -2.2% | -0.3% | -3.4% |
| 30D | -9.4% | -4.8% | -4.6% | -11.3% |
| 3M | -37.1% | +4.9% | -42.0% | -35.4% |
| 6M | -14.4% | -5.7% | -8.7% | -16.1% |
| YTD | -31.4% | +14.4% | -45.8% | -26.6% |
| 1Y | +0.5% | +8.7% | -8.2% | +6.5% |
| 3Y | +726.1% | +30.0% | +696.1% | +810.7% |
| 5Y | +56.2% | +28.4% | +27.9% | +74.3% |
| All | +53.5% | +24.2% | +29.3% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling