+332.3%
CRS vs RPRX
+177.1%
+155.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +4.8% | +3.3% | +1.4% | +4.0% |
| 30D | -23.2% | +17.9% | -41.1% | -26.1% |
| 3M | -45.5% | +19.2% | -64.7% | -47.8% |
| 6M | -33.1% | +31.7% | -64.8% | -37.9% |
| YTD | -7.2% | +82.5% | -89.7% | -20.8% |
| 1Y | -10.0% | +78.4% | -88.5% | -22.8% |
| 3Y | +332.3% | +177.0% | +155.4% | +218.4% |
| All | +332.3% | +177.1% | +155.3% | +218.4% |
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