+54.2%
RGTI vs CME
+66.2%
-12.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.5% | -1.6% | +2.0% | +0.7% |
| 30D | -17.1% | +5.6% | -22.7% | -17.9% |
| 3M | -26.0% | +5.6% | -31.6% | -26.6% |
| 6M | -9.9% | -8.3% | -1.6% | -7.7% |
| YTD | -31.1% | +4.3% | -35.4% | -32.2% |
| 1Y | -8.5% | +9.1% | -17.6% | -11.3% |
| 3Y | +652.2% | +52.1% | +600.2% | +501.8% |
| 5Y | +56.8% | +79.7% | -22.9% | +18.4% |
| All | +54.2% | +66.2% | -12.0% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling