-73.6%
RGTI vs CMI
+6.1%
-79.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.9% | -7.2% | -7.8% |
| 7D | -18.3% | -13.4% | -4.9% | -7.4% |
| 30D | -35.1% | -16.2% | -18.9% | -24.2% |
| 3M | -41.3% | -30.8% | -10.5% | -19.2% |
| 6M | -46.1% | -33.1% | -13.0% | -24.1% |
| YTD | -55.5% | -11.2% | -44.3% | -53.4% |
| 1Y | -73.6% | +3.6% | -77.2% | -76.9% |
| All | -73.6% | +6.1% | -79.6% | -76.9% |
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