+0.5%
RGTI vs CMI
+45.0%
-44.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -2.3% |
| 7D | -2.5% | -0.7% | -1.8% | -1.9% |
| 30D | -9.4% | -13.4% | +4.0% | +3.0% |
| 3M | -37.1% | -17.0% | -20.1% | -26.3% |
| 6M | -14.4% | -1.6% | -12.8% | -16.0% |
| YTD | -31.4% | +11.0% | -42.4% | -39.2% |
| 1Y | +0.5% | +41.9% | -41.4% | -22.0% |
| All | +0.5% | +45.0% | -44.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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