-8.5%
RGTI vs CNH
+22.0%
-30.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +0.5% | -5.7% | +6.2% | +1.6% |
| 30D | -17.1% | +26.6% | -43.7% | -22.1% |
| 3M | -26.0% | +31.1% | -57.1% | -30.9% |
| 6M | -9.9% | +24.9% | -34.7% | -17.0% |
| YTD | -31.1% | +48.7% | -79.8% | -40.2% |
| 1Y | -8.5% | +22.2% | -30.7% | -1.6% |
| All | -8.5% | +22.0% | -30.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling