+77.1%
RPRX vs CPB
-39.4%
+116.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +3.4% | +3.3% | +0.1% | +2.9% |
| 30D | +20.8% | +19.0% | +1.8% | +18.0% |
| 3M | +21.6% | +0.4% | +21.2% | +21.2% |
| 6M | +36.5% | +13.0% | +23.6% | +33.8% |
| YTD | +80.4% | -12.7% | +93.2% | +82.6% |
| 1Y | +81.8% | -20.9% | +102.7% | +86.7% |
| 3Y | +170.9% | -35.4% | +206.3% | +184.5% |
| 5Y | +95.2% | -32.3% | +127.5% | +101.9% |
| All | +77.1% | -39.4% | +116.6% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling