+73.6%
CI vs RPRX
+82.4%
-8.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.3% | +3.6% | -4.9% | -1.9% |
| 30D | +6.4% | +21.2% | -14.8% | +3.2% |
| 3M | +10.7% | +21.6% | -11.0% | +7.2% |
| 6M | +5.5% | +36.7% | -31.2% | +0.2% |
| YTD | +11.4% | +83.7% | -72.3% | +1.0% |
| 1Y | +15.0% | +83.2% | -68.2% | +4.4% |
| 3Y | +9.0% | +177.7% | -168.7% | -8.5% |
| 5Y | +52.0% | +95.8% | -43.8% | +35.1% |
| All | +73.6% | +82.4% | -8.8% | +49.3% |
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 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