+64.2%
RGTI vs CSGP
-65.4%
+129.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.9% |
| 7D | +5.5% | -5.1% | +10.6% | +8.1% |
| 30D | -11.9% | +0.3% | -12.2% | -12.9% |
| 3M | -27.4% | -9.1% | -18.2% | -25.9% |
| 6M | -7.1% | -37.3% | +30.2% | +16.4% |
| YTD | -28.6% | -54.9% | +26.3% | +6.1% |
| 1Y | +4.4% | -65.5% | +69.9% | +81.4% |
| 3Y | +698.5% | -63.3% | +761.7% | +1,194.3% |
| 5Y | +64.2% | -65.8% | +130.0% | +118.5% |
| All | +64.2% | -65.4% | +129.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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