+12.2%
RGTI vs CVE
+323.2%
-311.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.7% | -11.2% | -9.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -16.2% | -10.8% | -5.3% | -13.1% |
| 3M | -38.6% | -4.3% | -34.2% | -38.3% |
| 6M | -45.8% | -1.5% | -44.4% | -46.8% |
| YTD | -49.8% | +70.7% | -120.6% | -61.8% |
| 1Y | -64.6% | +58.1% | -122.7% | -72.1% |
| 3Y | +1,045.4% | +69.8% | +975.5% | +753.6% |
| 5Y | +6.7% | +148.9% | -142.2% | -21.8% |
| All | +12.2% | +323.2% | -311.0% | -17.6% |
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