+1,850.7%
CRS vs RPRX
+57.8%
+1,792.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.7% | -1.7% |
| 7D | -3.1% | -2.8% | -0.3% | -2.1% |
| 30D | -19.6% | +7.2% | -26.8% | -21.6% |
| 3M | -8.1% | +10.9% | -19.0% | -11.8% |
| 6M | +18.6% | +34.6% | -16.0% | +6.0% |
| YTD | +45.9% | +59.0% | -13.1% | +23.1% |
| 1Y | +82.5% | +72.5% | +9.9% | +49.0% |
| 3Y | +648.9% | +124.1% | +524.8% | +446.8% |
| 5Y | +1,438.1% | +75.9% | +1,362.2% | +1,144.7% |
| All | +1,850.7% | +57.8% | +1,792.9% | +1,497.7% |
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 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