+361.1%
CF vs RPRX
+82.4%
+278.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +10.4% | +3.6% | +6.7% | +9.9% |
| 30D | +7.6% | +21.2% | -13.6% | +5.1% |
| 3M | +5.2% | +21.6% | -16.5% | +2.6% |
| 6M | -0.1% | +36.7% | -36.8% | -3.9% |
| YTD | +61.7% | +83.7% | -22.0% | +48.7% |
| 1Y | +50.3% | +83.2% | -32.9% | +38.3% |
| 3Y | +66.0% | +177.7% | -111.7% | +40.5% |
| 5Y | +114.5% | +95.8% | +18.7% | +93.1% |
| All | +361.1% | +82.4% | +278.7% | +311.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling