+0.5%
RGTI vs CLF
+20.0%
-19.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | -2.5% | +7.6% | -10.1% | -5.4% |
| 30D | -9.4% | -1.2% | -8.2% | -9.2% |
| 3M | -37.1% | -13.4% | -23.7% | -33.4% |
| 6M | -14.4% | +15.4% | -29.8% | -19.7% |
| YTD | -31.4% | -5.9% | -25.5% | -32.1% |
| 1Y | +0.5% | +18.8% | -18.3% | +25.3% |
| All | +0.5% | +20.0% | -19.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling