+398.9%
CF vs RPRX
+66.6%
+332.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +6.0% | +5.1% | +0.9% | +5.4% |
| 30D | +14.8% | +11.2% | +3.6% | +13.4% |
| 3M | +14.1% | +16.7% | -2.7% | +11.9% |
| 6M | +28.5% | +36.0% | -7.5% | +23.5% |
| YTD | +74.9% | +67.8% | +7.1% | +62.7% |
| 1Y | +61.7% | +76.7% | -15.0% | +48.9% |
| 3Y | +80.3% | +128.1% | -47.8% | +57.3% |
| 5Y | +226.0% | +82.9% | +143.1% | +195.9% |
| All | +398.9% | +66.6% | +332.3% | +350.6% |
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