+12.2%
RGTI vs CSGP
-66.6%
+78.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.5% |
| 7D | -0.9% | -7.1% | +6.2% | +1.9% |
| 30D | -16.2% | +3.6% | -19.8% | -19.4% |
| 3M | -38.6% | -2.7% | -35.9% | -40.0% |
| 6M | -45.8% | -8.0% | -37.8% | -46.9% |
| YTD | -49.8% | -55.0% | +5.1% | -28.7% |
| 1Y | -64.6% | -55.8% | -8.9% | -49.1% |
| 3Y | +1,045.4% | -62.0% | +1,107.4% | +1,633.6% |
| 5Y | +6.7% | -62.9% | +69.7% | +41.1% |
| All | +12.2% | -66.6% | +78.8% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling