+566.3%
CVE vs RPRX
+80.6%
+485.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +5.9% | +3.0% | +3.0% | +5.4% |
| 30D | -10.9% | +17.5% | -28.3% | -13.2% |
| 3M | -4.5% | +18.8% | -23.3% | -7.3% |
| 6M | -1.0% | +31.3% | -32.2% | -5.7% |
| YTD | +74.7% | +81.8% | -7.1% | +56.2% |
| 1Y | +65.8% | +77.8% | -12.0% | +48.8% |
| 3Y | +73.2% | +176.0% | -102.8% | +40.2% |
| 5Y | +155.6% | +85.8% | +69.8% | +125.4% |
| All | +566.3% | +80.6% | +485.7% | +469.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling