-68.1%
RGTI vs CME
+19.8%
-87.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.8% |
| 7D | -9.6% | +4.8% | -14.4% | -7.3% |
| 30D | -26.0% | +14.2% | -40.2% | -21.5% |
| 3M | -35.8% | +17.9% | -53.7% | -30.8% |
| 6M | -36.7% | +7.2% | -43.9% | -30.9% |
| YTD | -49.4% | +16.7% | -66.1% | -48.1% |
| 1Y | -68.1% | +19.6% | -87.7% | -67.2% |
| All | -68.1% | +19.8% | -87.9% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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