+343.6%
CF vs RPRX
+76.0%
+267.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | +2.2% | +19.7% | -17.5% | 0.0% |
| 3M | +2.1% | +17.5% | -15.4% | +0.1% |
| 6M | -6.5% | +35.1% | -41.6% | -10.0% |
| YTD | +55.6% | +77.3% | -21.7% | +43.6% |
| 1Y | +42.3% | +70.4% | -28.1% | +32.1% |
| 3Y | +55.7% | +161.0% | -105.3% | +33.0% |
| 5Y | +122.4% | +92.2% | +30.3% | +100.7% |
| All | +343.6% | +76.0% | +267.6% | +297.8% |
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