+53.1%
RGTI vs CRS
+1,097.1%
-1,043.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | -0.1% | -4.1% | +4.0% | +1.7% |
| 30D | -16.2% | -16.6% | +0.4% | -8.8% |
| 3M | -22.0% | -14.3% | -7.8% | -16.1% |
| 6M | -10.8% | +11.6% | -22.4% | -15.0% |
| YTD | -31.6% | +42.6% | -74.1% | -41.7% |
| 1Y | -6.4% | +81.8% | -88.2% | -28.6% |
| 3Y | +665.7% | +632.1% | +33.6% | +234.7% |
| 5Y | +55.6% | +1,401.6% | -1,346.0% | -40.4% |
| All | +53.1% | +1,097.1% | -1,043.9% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling