+53.1%
RGTI vs CMS
+24.1%
+29.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.1% | -1.3% | +1.2% | -0.2% |
| 30D | -16.2% | -2.8% | -13.4% | -16.2% |
| 3M | -22.0% | -7.1% | -14.9% | -22.2% |
| 6M | -10.8% | -10.0% | -0.7% | -10.8% |
| YTD | -31.6% | -0.9% | -30.6% | -31.8% |
| 1Y | -6.4% | -2.0% | -4.4% | -6.6% |
| 3Y | +665.7% | +33.0% | +632.7% | +623.3% |
| 5Y | +55.6% | +24.3% | +31.4% | +45.2% |
| All | +53.1% | +24.1% | +29.0% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling