+54.0%
CDW vs RPRX
+80.9%
-26.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +13.1% | +4.6% | +8.5% | +12.0% |
| 30D | +19.1% | +22.0% | -2.9% | +13.9% |
| 3M | +24.7% | +20.3% | +4.4% | +19.7% |
| 6M | +63.4% | +37.9% | +25.5% | +51.9% |
| YTD | +26.3% | +82.2% | -55.9% | +10.2% |
| 1Y | +20.6% | +83.7% | -63.1% | +5.0% |
| 3Y | -16.3% | +175.4% | -191.8% | -34.1% |
| 5Y | -3.9% | +87.7% | -91.7% | -17.3% |
| All | +54.0% | +80.9% | -26.9% | +30.5% |
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