-9.9%
RGTI vs CRS
+12.0%
-21.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.5% |
| 7D | +0.5% | -6.8% | +7.2% | +5.2% |
| 30D | -17.1% | -16.1% | -1.0% | -6.5% |
| 3M | -26.0% | -21.2% | -4.8% | -13.0% |
| 6M | -9.9% | +8.7% | -18.5% | -14.2% |
| All | -9.9% | +12.0% | -21.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 6mo: compounded portfolio wealth divided by compounded CRS 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…
6mo analysis · Full analysis span regression · 6 months rolling