+53.5%
RGTI vs CVE
+379.9%
-326.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -2.5% | +2.5% | -5.0% | -3.5% |
| 30D | -9.4% | +16.7% | -26.1% | -15.0% |
| 3M | -37.1% | +9.3% | -46.4% | -39.6% |
| 6M | -14.4% | +43.6% | -58.0% | -28.3% |
| YTD | -31.4% | +93.6% | -125.0% | -49.7% |
| 1Y | +0.5% | +98.8% | -98.2% | -27.0% |
| 3Y | +726.1% | +73.6% | +652.5% | +512.2% |
| 5Y | +56.2% | +312.5% | -256.3% | +10.2% |
| All | +53.5% | +379.9% | -326.4% | +8.5% |
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