+75.4%
CMG vs RPRX
+52.7%
+22.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -8.4% | +6.3% | -0.3% |
| 30D | +10.9% | -0.6% | +11.5% | +11.0% |
| 3M | +15.8% | +6.4% | +9.4% | +14.1% |
| 6M | +6.9% | +26.6% | -19.7% | +1.4% |
| YTD | -2.2% | +53.8% | -55.9% | -11.2% |
| 1Y | -7.1% | +62.8% | -69.9% | -16.9% |
| 3Y | -7.1% | +118.0% | -125.2% | -23.5% |
| 5Y | -4.8% | +71.2% | -76.0% | -14.6% |
| All | +75.4% | +52.7% | +22.7% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling