+165.0%
CMI vs RPRX
+70.9%
+94.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.7% | -8.4% | +7.7% | +1.6% |
| 30D | -12.4% | -0.6% | -11.8% | -12.4% |
| 3M | -14.8% | +6.4% | -21.2% | -16.7% |
| 6M | +0.8% | +26.6% | -25.8% | -6.9% |
| YTD | +10.2% | +53.8% | -43.6% | -4.2% |
| 1Y | +37.4% | +62.8% | -25.4% | +17.1% |
| 3Y | +153.3% | +118.0% | +35.2% | +94.3% |
| All | +165.0% | +70.9% | +94.1% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling