+59.7%
RGTI vs CNH
+16.1%
+43.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +7.0% |
| 7D | +5.5% | +8.8% | -3.3% | 0.0% |
| 30D | -11.9% | +24.7% | -36.5% | -23.1% |
| 3M | -27.4% | +27.3% | -54.7% | -38.0% |
| 6M | -7.1% | +23.2% | -30.2% | -20.2% |
| YTD | -28.6% | +48.9% | -77.6% | -46.2% |
| 1Y | +4.4% | +19.4% | -15.0% | -10.3% |
| 3Y | +698.5% | +7.8% | +690.7% | +619.8% |
| 5Y | +64.2% | +8.7% | +55.4% | +48.9% |
| All | +59.7% | +16.1% | +43.6% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling