+55.4%
CG vs RPRX
+126.7%
-71.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | -3.2% | +7.2% | -10.3% | -4.4% |
| 3M | +6.2% | +10.9% | -4.7% | +4.0% |
| 6M | -4.7% | +34.6% | -39.2% | -10.4% |
| YTD | -20.6% | +59.0% | -79.6% | -27.9% |
| 1Y | -26.4% | +72.5% | -98.9% | -34.2% |
| 3Y | +55.4% | +124.1% | -68.7% | +33.0% |
| All | +55.4% | +126.7% | -71.3% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling