+17.0%
CCL vs RPRX
+66.6%
-49.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | +5.1% | -10.2% | -7.0% |
| 30D | -20.3% | +11.2% | -31.5% | -23.8% |
| 3M | -15.1% | +16.7% | -31.9% | -20.7% |
| 6M | -15.1% | +36.0% | -51.1% | -25.6% |
| YTD | -21.8% | +67.8% | -89.6% | -37.1% |
| 1Y | -24.8% | +76.7% | -101.5% | -41.1% |
| 3Y | +51.9% | +128.1% | -76.3% | +5.6% |
| 5Y | +4.0% | +82.9% | -78.8% | -18.6% |
| All | +17.0% | +66.6% | -49.6% | -9.1% |
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