+51.3%
RPRX vs CGNX
+13.2%
+38.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -8.0% | +1.5% | -9.5% | -8.2% |
| 30D | +2.1% | -1.8% | +3.9% | +2.2% |
| 3M | +8.2% | +5.3% | +2.9% | +6.8% |
| 6M | +28.9% | +22.3% | +6.6% | +24.4% |
| YTD | +54.1% | +72.2% | -18.0% | +40.8% |
| 1Y | +65.5% | +39.8% | +25.7% | +54.9% |
| 3Y | +117.3% | +44.8% | +72.5% | +96.2% |
| 5Y | +71.6% | -27.0% | +98.6% | +77.8% |
| All | +51.3% | +13.2% | +38.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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