-70.0%
CPNG vs RPRX
+49.3%
-119.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.6% | -4.0% | -3.6% | -6.2% |
| 30D | -8.8% | +4.9% | -13.8% | -10.4% |
| 3M | -7.2% | +9.4% | -16.6% | -10.5% |
| 6M | -21.5% | +33.3% | -54.8% | -29.9% |
| YTD | -37.4% | +59.0% | -96.4% | -47.8% |
| 1Y | -54.3% | +69.2% | -123.6% | -63.2% |
| 3Y | -20.3% | +124.1% | -144.4% | -44.7% |
| 5Y | -51.2% | +77.9% | -129.1% | -58.9% |
| All | -70.0% | +49.3% | -119.3% | -75.6% |
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 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