+136.5%
CSX vs RPRX
+80.9%
+55.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +0.7% | +4.6% | -3.9% | -0.1% |
| 30D | +8.1% | +22.0% | -13.9% | +4.1% |
| 3M | +2.2% | +20.3% | -18.1% | -1.4% |
| 6M | +14.6% | +37.9% | -23.3% | +7.6% |
| YTD | +42.2% | +82.2% | -40.0% | +26.7% |
| 1Y | +47.3% | +83.7% | -36.4% | +31.1% |
| 3Y | +73.5% | +175.4% | -101.9% | +41.4% |
| 5Y | +54.1% | +87.7% | -33.6% | +35.4% |
| All | +136.5% | +80.9% | +55.6% | +104.5% |
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