+54.2%
RGTI vs CNH
+15.9%
+38.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +0.5% | -5.7% | +6.2% | +3.4% |
| 30D | -17.1% | +26.6% | -43.7% | -28.4% |
| 3M | -26.0% | +31.1% | -57.1% | -37.9% |
| 6M | -9.9% | +24.9% | -34.7% | -23.3% |
| YTD | -31.1% | +48.7% | -79.8% | -48.1% |
| 1Y | -8.5% | +22.2% | -30.7% | -22.6% |
| 3Y | +652.2% | +7.4% | +644.8% | +578.5% |
| 5Y | +56.8% | +10.8% | +45.9% | +42.2% |
| All | +54.2% | +15.9% | +38.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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