+53.9%
RGTI vs CRL
-13.8%
+67.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | +2.5% | -4.6% | +7.1% | +4.7% |
| 30D | -13.7% | +0.5% | -14.1% | -14.0% |
| 3M | -22.6% | +46.6% | -69.2% | -36.9% |
| 6M | -13.4% | +57.3% | -70.7% | -32.3% |
| YTD | -31.2% | +39.5% | -70.7% | -43.1% |
| 1Y | -7.6% | +76.9% | -84.5% | -33.0% |
| 3Y | +669.7% | +39.4% | +630.3% | +514.6% |
| 5Y | +57.0% | -37.2% | +94.2% | +39.7% |
| All | +53.9% | -13.8% | +67.8% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling