+646.8%
RGTI vs CRL
+36.0%
+610.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -0.1% | -6.9% | +6.8% | +3.0% |
| 30D | -16.2% | -3.2% | -13.0% | -15.1% |
| 3M | -22.0% | +46.5% | -68.6% | -36.0% |
| 6M | -10.8% | +63.1% | -73.9% | -31.0% |
| YTD | -31.6% | +36.9% | -68.4% | -42.7% |
| 1Y | -6.4% | +78.1% | -84.5% | -31.7% |
| All | +646.8% | +36.0% | +610.8% | +533.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling