-31.9%
CEG vs RPRX
+85.8%
-117.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.5% | -6.5% |
| 7D | -4.8% | +4.2% | -9.0% | -4.2% |
| 30D | -8.2% | +19.2% | -27.4% | -6.1% |
| 3M | -7.9% | +18.0% | -25.9% | -5.5% |
| 6M | -23.2% | +35.7% | -58.9% | -20.0% |
| YTD | -30.1% | +77.2% | -107.4% | -25.6% |
| 1Y | -31.9% | +82.0% | -113.9% | -27.0% |
| All | -31.9% | +85.8% | -117.7% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling