+0.4%
CMS vs RPRX
+74.1%
-73.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.8% |
| 7D | +1.2% | -2.8% | +4.0% | +1.4% |
| 30D | -3.2% | +7.2% | -10.3% | -3.8% |
| 3M | -2.2% | +10.9% | -13.1% | -3.1% |
| 6M | -9.4% | +34.6% | -44.0% | -10.9% |
| YTD | +0.7% | +59.0% | -58.3% | -0.8% |
| 1Y | +0.4% | +72.5% | -72.2% | -1.6% |
| All | +0.4% | +74.1% | -73.8% | -1.6% |
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 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