-41.3%
CCI vs RPRX
+66.6%
-108.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.4% | +5.1% | -5.5% | -1.4% |
| 30D | +2.7% | +11.2% | -8.5% | +0.4% |
| 3M | -18.2% | +16.7% | -34.9% | -21.0% |
| 6M | -14.8% | +36.0% | -50.8% | -20.4% |
| YTD | -12.6% | +67.8% | -80.4% | -22.1% |
| 1Y | -16.7% | +76.7% | -93.4% | -26.8% |
| 3Y | -10.5% | +128.1% | -138.6% | -26.4% |
| 5Y | -51.4% | +82.9% | -134.3% | -57.9% |
| All | -41.3% | +66.6% | -108.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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