+61.8%
CI vs RPRX
+66.6%
-4.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +5.1% | -3.8% | +0.5% |
| 30D | +4.4% | +11.2% | -6.8% | +2.7% |
| 3M | +0.7% | +16.7% | -16.1% | -1.8% |
| 6M | +0.3% | +36.0% | -35.6% | -4.5% |
| YTD | +3.8% | +67.8% | -64.0% | -4.4% |
| 1Y | -5.5% | +76.7% | -82.2% | -13.9% |
| 3Y | +8.1% | +128.1% | -120.0% | -6.3% |
| 5Y | +42.8% | +82.9% | -40.1% | +28.5% |
| All | +61.8% | +66.6% | -4.8% | +41.3% |
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