+89.8%
RPRX vs CPB
-31.3%
+121.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.2% | +8.0% | -7.8% | -0.8% |
| 30D | +18.6% | +22.4% | -3.8% | +15.6% |
| 3M | +18.0% | +2.5% | +15.5% | +17.3% |
| 6M | +33.8% | +12.2% | +21.6% | +31.3% |
| YTD | +76.6% | -12.8% | +89.4% | +78.6% |
| 1Y | +68.2% | -19.2% | +87.4% | +72.0% |
| 3Y | +161.5% | -35.6% | +197.1% | +174.2% |
| All | +89.8% | -31.3% | +121.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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