+4.3%
RGTI vs CVE
+330.3%
-326.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.6% |
| 7D | +4.9% | +4.6% | +0.2% | +2.9% |
| 30D | -19.2% | -12.0% | -7.2% | -15.7% |
| 3M | -43.9% | -3.8% | -40.1% | -43.8% |
| 6M | -45.8% | -2.7% | -43.1% | -46.4% |
| YTD | -53.4% | +73.6% | -127.0% | -64.7% |
| 1Y | -63.5% | +62.0% | -125.5% | -71.5% |
| 3Y | +964.9% | +72.7% | +892.2% | +688.3% |
| 5Y | -2.1% | +153.9% | -156.0% | -28.8% |
| All | +4.3% | +330.3% | -326.0% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling