+54.1%
CCL vs RPRX
+126.7%
-72.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | +0.4% |
| 7D | -0.1% | -2.8% | +2.6% | +0.8% |
| 30D | -20.0% | +7.2% | -27.1% | -22.0% |
| 3M | -13.7% | +10.9% | -24.5% | -17.0% |
| 6M | -9.0% | +34.6% | -43.6% | -18.6% |
| YTD | -22.8% | +59.0% | -81.8% | -34.7% |
| 1Y | -25.3% | +72.5% | -97.8% | -38.7% |
| 3Y | +54.1% | +124.1% | -70.0% | +12.9% |
| All | +54.1% | +126.7% | -72.6% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling