+59.7%
RGTI vs CLF
-30.2%
+89.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | +5.5% | +6.5% | -1.0% | +2.8% |
| 30D | -11.9% | +0.2% | -12.1% | -12.0% |
| 3M | -27.4% | -3.1% | -24.3% | -27.5% |
| 6M | -7.1% | +25.0% | -32.1% | -15.2% |
| YTD | -28.6% | -7.5% | -21.2% | -28.5% |
| 1Y | +4.4% | +11.5% | -7.2% | -4.9% |
| 3Y | +698.5% | -13.7% | +712.2% | +658.1% |
| 5Y | +64.2% | -47.0% | +111.2% | +72.4% |
| All | +59.7% | -30.2% | +89.9% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling