+54.2%
RGTI vs CRL
-13.9%
+68.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.2% |
| 7D | +0.5% | -3.5% | +4.0% | +2.1% |
| 30D | -17.1% | -2.1% | -15.0% | -16.4% |
| 3M | -26.0% | +48.0% | -73.9% | -40.0% |
| 6M | -9.9% | +64.7% | -74.6% | -31.1% |
| YTD | -31.1% | +39.5% | -70.6% | -43.0% |
| 1Y | -8.5% | +74.2% | -82.7% | -33.1% |
| 3Y | +652.2% | +39.4% | +612.8% | +500.6% |
| 5Y | +56.8% | -36.9% | +93.7% | +39.5% |
| All | +54.2% | -13.9% | +68.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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