+54.2%
RGTI vs CP
+30.8%
+23.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +0.5% | -2.6% | +3.0% | +2.4% |
| 30D | -17.1% | -3.7% | -13.4% | -14.6% |
| 3M | -26.0% | +0.1% | -26.1% | -26.7% |
| 6M | -9.9% | +7.8% | -17.7% | -16.2% |
| YTD | -31.1% | +21.7% | -52.8% | -42.3% |
| 1Y | -8.5% | +18.6% | -27.1% | -21.7% |
| 3Y | +652.2% | +17.5% | +634.7% | +574.3% |
| 5Y | +56.8% | +35.4% | +21.4% | +38.2% |
| All | +54.2% | +30.8% | +23.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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