+54.2%
RGTI vs CPB
-48.8%
+103.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.5% | -1.8% | +2.2% | +0.3% |
| 30D | -17.1% | -7.1% | -10.0% | -17.5% |
| 3M | -26.0% | -6.0% | -19.9% | -26.1% |
| 6M | -9.9% | -5.3% | -4.6% | -10.2% |
| YTD | -31.1% | -20.8% | -10.2% | -31.8% |
| 1Y | -8.5% | -33.8% | +25.3% | -9.6% |
| 3Y | +652.2% | -43.7% | +696.0% | +639.7% |
| 5Y | +56.8% | -40.7% | +97.5% | +57.0% |
| All | +54.2% | -48.8% | +103.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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