+59.7%
RGTI vs CP
+33.6%
+26.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.4% |
| 7D | +5.5% | +2.4% | +3.0% | +3.6% |
| 30D | -11.9% | -0.5% | -11.3% | -11.4% |
| 3M | -27.4% | +1.4% | -28.8% | -28.8% |
| 6M | -7.1% | +10.3% | -17.4% | -15.0% |
| YTD | -28.6% | +24.3% | -52.9% | -41.2% |
| 1Y | +4.4% | +20.4% | -16.1% | -11.8% |
| 3Y | +698.5% | +21.8% | +676.7% | +601.5% |
| 5Y | +64.2% | +31.5% | +32.7% | +42.2% |
| All | +59.7% | +33.6% | +26.1% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling