+190.3%
CVX vs RPRX
+66.6%
+123.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | +5.1% | -1.8% | +2.7% |
| 30D | +12.9% | +11.2% | +1.7% | +11.3% |
| 3M | +11.7% | +16.7% | -5.0% | +9.4% |
| 6M | +14.1% | +36.0% | -21.8% | +9.4% |
| YTD | +40.7% | +67.8% | -27.1% | +30.8% |
| 1Y | +37.5% | +76.7% | -39.2% | +26.7% |
| 3Y | +43.9% | +128.1% | -84.2% | +26.6% |
| 5Y | +161.5% | +82.9% | +78.6% | +137.6% |
| All | +190.3% | +66.6% | +123.7% | +160.4% |
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 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