+28.8%
CFG vs RPRX
+85.9%
-57.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.8% | +3.6% | -4.4% | -1.4% |
| 30D | +3.1% | +21.2% | -18.0% | -0.3% |
| 3M | -9.7% | +21.6% | -31.3% | -12.9% |
| 6M | +6.7% | +36.7% | -30.0% | -0.3% |
| YTD | +15.2% | +83.7% | -68.5% | -2.3% |
| 1Y | +28.8% | +83.2% | -54.4% | +9.3% |
| All | +28.8% | +85.9% | -57.1% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling