+698.5%
RGTI vs CVE
+75.1%
+623.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.0% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -11.9% | +17.5% | -29.4% | -17.7% |
| 3M | -27.4% | +16.2% | -43.6% | -32.3% |
| 6M | -7.1% | +47.8% | -54.8% | -25.1% |
| YTD | -28.6% | +98.5% | -127.1% | -51.3% |
| 1Y | +4.4% | +109.8% | -105.4% | -30.6% |
| 3Y | +698.5% | +75.5% | +623.0% | +367.9% |
| All | +698.5% | +75.1% | +623.4% | +367.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling