+55.6%
RGTI vs CLF
-49.9%
+105.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.4% |
| 7D | -0.1% | -3.7% | +3.5% | +1.4% |
| 30D | -16.2% | -4.7% | -11.5% | -14.6% |
| 3M | -22.0% | -4.7% | -17.4% | -21.7% |
| 6M | -10.8% | +24.0% | -34.8% | -19.1% |
| YTD | -31.6% | -10.9% | -20.6% | -30.5% |
| 1Y | -6.4% | +4.0% | -10.4% | -13.3% |
| 3Y | +665.7% | -16.9% | +682.6% | +630.9% |
| 5Y | +55.6% | -49.3% | +105.0% | +69.4% |
| All | +55.6% | -49.9% | +105.5% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling