+54.2%
RGTI vs CVE
+390.9%
-336.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +0.5% | +2.3% | -1.8% | -0.4% |
| 30D | -17.1% | +9.7% | -26.8% | -20.2% |
| 3M | -26.0% | +16.9% | -42.9% | -31.2% |
| 6M | -9.9% | +41.4% | -51.2% | -23.8% |
| YTD | -31.1% | +98.0% | -129.1% | -49.9% |
| 1Y | -8.5% | +98.2% | -106.8% | -33.3% |
| 3Y | +652.2% | +77.9% | +574.3% | +452.3% |
| 5Y | +56.8% | +341.6% | -284.8% | +9.6% |
| All | +54.2% | +390.9% | -336.6% | +8.0% |
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