+273.8%
CMI vs RPRX
+57.8%
+215.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | -4.0% | +4.7% | +1.5% |
| 30D | -12.3% | +4.9% | -17.2% | -13.2% |
| 3M | -16.8% | +9.4% | -26.2% | -18.6% |
| 6M | +1.5% | +33.3% | -31.8% | -5.0% |
| YTD | +9.8% | +59.0% | -49.2% | -1.2% |
| 1Y | +42.6% | +69.2% | -26.6% | +26.4% |
| 3Y | +151.0% | +124.1% | +26.9% | +108.1% |
| 5Y | +167.0% | +77.9% | +89.2% | +132.0% |
| All | +273.8% | +57.8% | +215.9% | +226.7% |
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