+54.2%
RGTI vs CMI
+139.0%
-84.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.4% |
| 7D | +0.5% | -0.7% | +1.2% | +1.1% |
| 30D | -17.1% | -12.4% | -4.7% | -6.4% |
| 3M | -26.0% | -14.8% | -11.2% | -14.8% |
| 6M | -9.9% | +0.8% | -10.7% | -11.9% |
| YTD | -31.1% | +10.2% | -41.3% | -37.6% |
| 1Y | -8.5% | +37.4% | -45.9% | -32.3% |
| 3Y | +652.2% | +153.3% | +498.9% | +227.7% |
| 5Y | +56.8% | +167.6% | -110.8% | -34.4% |
| All | +54.2% | +139.0% | -84.8% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling