+238.0%
CFG vs RPRX
+66.6%
+171.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | +5.1% | -3.6% | +0.3% |
| 30D | -3.8% | +11.2% | -15.0% | -6.3% |
| 3M | +11.5% | +16.7% | -5.2% | +7.3% |
| 6M | +19.2% | +36.0% | -16.8% | +10.4% |
| YTD | +23.7% | +67.8% | -44.1% | +8.8% |
| 1Y | +38.8% | +76.7% | -37.8% | +20.3% |
| 3Y | +178.9% | +128.1% | +50.8% | +124.9% |
| 5Y | +101.8% | +82.9% | +18.9% | +72.4% |
| All | +238.0% | +66.6% | +171.4% | +188.8% |
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