-2.8%
RGTI vs CVE
+333.2%
-336.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.5% | -7.1% |
| 7D | -18.1% | +5.9% | -24.1% | -20.0% |
| 30D | -17.6% | -10.9% | -6.8% | -14.6% |
| 3M | -48.3% | -4.5% | -43.8% | -48.1% |
| 6M | -47.8% | -1.0% | -46.8% | -48.7% |
| YTD | -56.6% | +74.7% | -131.3% | -67.2% |
| 1Y | -61.8% | +65.8% | -127.6% | -70.5% |
| 3Y | +807.5% | +73.2% | +734.4% | +570.9% |
| 5Y | -8.8% | +155.6% | -164.4% | -33.8% |
| All | -2.8% | +333.2% | -336.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling