+300.2%
CCJ vs RPRX
+70.9%
+229.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.0% | -8.4% | +4.3% | -2.3% |
| 30D | -2.4% | -0.6% | -1.7% | -2.2% |
| 3M | -2.3% | +6.4% | -8.7% | -3.7% |
| 6M | -16.2% | +26.6% | -42.8% | -20.6% |
| YTD | +5.7% | +53.8% | -48.1% | -3.8% |
| 1Y | +21.3% | +62.8% | -41.5% | +8.3% |
| 3Y | +159.4% | +118.0% | +41.4% | +105.5% |
| All | +300.2% | +70.9% | +229.3% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling