+656.9%
CNQ vs RPRX
+52.7%
+604.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | -8.4% | +8.5% | +1.3% |
| 30D | +6.2% | -0.6% | +6.8% | +6.2% |
| 3M | +12.4% | +6.4% | +5.9% | +11.3% |
| 6M | +9.0% | +26.6% | -17.6% | +5.1% |
| YTD | +52.2% | +53.8% | -1.6% | +42.1% |
| 1Y | +65.0% | +62.8% | +2.2% | +52.3% |
| 3Y | +78.8% | +118.0% | -39.2% | +55.2% |
| 5Y | +286.0% | +71.2% | +214.8% | +251.9% |
| All | +656.9% | +52.7% | +604.2% | +578.5% |
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