-68.1%
RGTI vs CMS
+1.4%
-69.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.9% |
| 7D | -9.6% | +4.1% | -13.7% | -7.6% |
| 30D | -26.0% | +10.9% | -36.9% | -22.3% |
| 3M | -35.8% | -0.2% | -35.5% | -35.2% |
| 6M | -36.7% | -4.7% | -31.9% | -36.7% |
| YTD | -49.4% | +3.9% | -53.3% | -48.2% |
| 1Y | -68.1% | +0.4% | -68.5% | -67.2% |
| All | -68.1% | +1.4% | -69.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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