+53.5%
RGTI vs CSGP
-65.9%
+119.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.2% |
| 7D | -2.5% | -4.1% | +1.6% | -0.6% |
| 30D | -9.4% | +2.3% | -11.7% | -11.1% |
| 3M | -37.1% | -8.2% | -28.9% | -36.2% |
| 6M | -14.4% | -35.1% | +20.6% | +4.3% |
| YTD | -31.4% | -54.0% | +22.7% | -0.6% |
| 1Y | +0.5% | -65.3% | +65.8% | +70.2% |
| 3Y | +726.1% | -62.6% | +788.7% | +1,202.1% |
| 5Y | +56.2% | -64.8% | +121.0% | +109.0% |
| All | +53.5% | -65.9% | +119.4% | +105.3% |
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