-8.0%
CEG vs RPRX
+39.5%
-47.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.7% |
| 7D | +11.8% | +3.6% | +8.2% | +12.3% |
| 30D | -6.5% | +21.2% | -27.7% | -3.5% |
| 3M | -1.2% | +21.6% | -22.8% | +3.1% |
| 6M | -8.0% | +36.7% | -44.7% | -3.5% |
| All | -8.0% | +39.5% | -47.5% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling