+53.9%
RGTI vs CPB
-46.6%
+100.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | +2.5% | -8.0% | +10.5% | +1.9% |
| 30D | -13.7% | -2.4% | -11.2% | -13.8% |
| 3M | -22.6% | +0.5% | -23.1% | -22.5% |
| 6M | -13.4% | -10.5% | -2.9% | -13.9% |
| YTD | -31.2% | -17.5% | -13.7% | -31.7% |
| 1Y | -7.6% | -31.0% | +23.4% | -8.5% |
| 3Y | +669.7% | -40.6% | +710.3% | +659.1% |
| 5Y | +57.0% | -37.7% | +94.8% | +57.7% |
| All | +53.9% | -46.6% | +100.6% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling