+41.9%
CMI vs RPRX
+77.4%
-35.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.7% | +5.1% | -5.8% | -1.3% |
| 30D | -13.4% | +11.2% | -24.6% | -14.4% |
| 3M | -17.0% | +16.7% | -33.7% | -18.7% |
| 6M | -1.6% | +36.0% | -37.6% | -8.9% |
| YTD | +11.0% | +67.8% | -56.8% | -1.6% |
| 1Y | +41.9% | +76.7% | -34.8% | +23.5% |
| All | +41.9% | +77.4% | -35.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling