+56.1%
RPRX vs CNI
+53.6%
+2.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -2.8% | +2.5% | -5.3% | -3.4% |
| 30D | +7.2% | -2.5% | +9.7% | +7.8% |
| 3M | +10.9% | +2.7% | +8.2% | +10.1% |
| 6M | +34.6% | +16.9% | +17.6% | +28.8% |
| YTD | +59.0% | +26.3% | +32.6% | +48.9% |
| 1Y | +72.5% | +31.1% | +41.4% | +59.6% |
| 3Y | +124.1% | +21.1% | +103.0% | +109.8% |
| 5Y | +75.9% | +11.0% | +64.9% | +66.8% |
| All | +56.1% | +53.6% | +2.5% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling