+115.6%
CRBG vs RPRX
+54.9%
+60.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -8.4% | +8.9% | +2.6% |
| 30D | +2.6% | -0.6% | +3.3% | +2.7% |
| 3M | +24.0% | +6.4% | +17.6% | +22.0% |
| 6M | +50.5% | +26.6% | +23.9% | +42.2% |
| YTD | +17.1% | +53.8% | -36.6% | +5.7% |
| 1Y | +5.9% | +62.8% | -56.9% | -6.0% |
| 3Y | +122.7% | +118.0% | +4.7% | +83.5% |
| All | +115.6% | +54.9% | +60.7% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling