+214.1%
CFG vs RPRX
+81.2%
+133.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.2% | +3.3% | -0.1% | +2.4% |
| 30D | +5.1% | +17.9% | -12.8% | +1.2% |
| 3M | -11.2% | +19.2% | -30.5% | -15.0% |
| 6M | +9.6% | +31.7% | -22.2% | +2.3% |
| YTD | +15.0% | +82.5% | -67.5% | -0.9% |
| 1Y | +29.9% | +78.4% | -48.6% | +12.5% |
| 3Y | +192.1% | +177.0% | +15.1% | +124.1% |
| 5Y | +62.3% | +86.5% | -24.2% | +37.1% |
| All | +214.1% | +81.2% | +133.0% | +162.9% |
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