+55.6%
RGTI vs CME
+77.0%
-21.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.1% | -2.4% | +2.2% | +0.2% |
| 30D | -16.2% | +6.2% | -22.4% | -17.1% |
| 3M | -22.0% | +4.4% | -26.4% | -22.6% |
| 6M | -10.8% | -9.6% | -1.1% | -8.2% |
| YTD | -31.6% | +3.8% | -35.3% | -32.7% |
| 1Y | -6.4% | +9.5% | -15.9% | -9.6% |
| 3Y | +665.7% | +51.9% | +613.7% | +498.7% |
| All | +55.6% | +77.0% | -21.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling