+12.5%
CNH vs RPRX
+33.8%
-21.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | +6.4% | +2.1% | +4.3% | +6.2% |
| 30D | -1.6% | +21.9% | -23.6% | -1.9% |
| 3M | +11.6% | +16.9% | -5.4% | +13.5% |
| 6M | +12.5% | +34.5% | -22.0% | +20.7% |
| All | +12.5% | +33.8% | -21.2% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling