+63.8%
CG vs RPRX
+82.4%
-18.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -3.8% | +3.6% | -7.4% | -4.8% |
| 30D | +7.5% | +21.2% | -13.7% | +1.4% |
| 3M | -14.4% | +21.6% | -36.0% | -19.4% |
| 6M | -15.7% | +36.7% | -52.3% | -23.7% |
| YTD | -29.0% | +83.7% | -112.6% | -41.6% |
| 1Y | -22.1% | +83.2% | -105.3% | -35.9% |
| 3Y | +49.1% | +177.7% | -128.5% | +5.2% |
| 5Y | -18.4% | +95.8% | -114.2% | -34.1% |
| All | +63.8% | +82.4% | -18.5% | +30.0% |
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 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