+71.6%
RPRX vs CNI
+11.3%
+60.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -8.0% | -1.1% | -6.9% | -7.8% |
| 30D | +2.1% | -3.5% | +5.6% | +3.0% |
| 3M | +8.2% | +2.2% | +6.0% | +7.5% |
| 6M | +28.9% | +15.1% | +13.8% | +23.9% |
| YTD | +54.1% | +24.7% | +29.5% | +44.9% |
| 1Y | +65.5% | +33.4% | +32.2% | +52.4% |
| 3Y | +117.3% | +19.5% | +97.8% | +103.9% |
| 5Y | +71.6% | +12.6% | +59.0% | +61.0% |
| All | +71.6% | +11.3% | +60.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling