-68.1%
RGTI vs CLX
-6.5%
-61.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +1.2% |
| 7D | -9.6% | +14.2% | -23.8% | -9.4% |
| 30D | -26.0% | +22.7% | -48.7% | -25.8% |
| 3M | -35.8% | -2.8% | -33.0% | -36.1% |
| 6M | -36.7% | +17.7% | -54.4% | -37.4% |
| YTD | -49.4% | +3.3% | -52.7% | -48.3% |
| 1Y | -68.1% | -5.6% | -62.5% | -65.2% |
| All | -68.1% | -6.5% | -61.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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