+55.6%
RGTI vs CRL
-38.3%
+94.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -0.1% | -6.9% | +6.8% | +3.2% |
| 30D | -16.2% | -3.2% | -13.0% | -15.1% |
| 3M | -22.0% | +46.5% | -68.6% | -36.7% |
| 6M | -10.8% | +63.1% | -73.9% | -31.9% |
| YTD | -31.6% | +36.9% | -68.4% | -43.1% |
| 1Y | -6.4% | +78.1% | -84.5% | -32.8% |
| 3Y | +665.7% | +36.7% | +629.0% | +513.9% |
| All | +55.6% | -38.3% | +94.0% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling