+39.8%
CMS vs RPRX
+177.1%
-137.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +1.7% | +3.3% | -1.6% | +1.2% |
| 30D | +6.2% | +17.9% | -11.7% | +3.6% |
| 3M | +0.6% | +19.2% | -18.6% | -2.1% |
| 6M | -1.8% | +31.7% | -33.5% | -5.9% |
| YTD | +3.8% | +82.5% | -78.6% | -5.2% |
| 1Y | -1.8% | +78.4% | -80.2% | -10.0% |
| 3Y | +39.8% | +177.0% | -137.1% | +17.9% |
| All | +39.8% | +177.1% | -137.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling