+64.8%
RPRX vs CPB
-44.1%
+108.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +5.1% | -8.6% | +13.7% | +6.2% |
| 30D | +11.2% | -7.2% | +18.4% | +12.1% |
| 3M | +16.7% | +0.9% | +15.8% | +16.2% |
| 6M | +36.0% | -11.8% | +47.8% | +37.7% |
| YTD | +67.8% | -19.4% | +87.2% | +71.9% |
| 1Y | +76.7% | -30.4% | +107.1% | +84.9% |
| 3Y | +128.1% | -40.2% | +168.3% | +142.0% |
| 5Y | +82.9% | -39.5% | +122.4% | +92.2% |
| All | +64.8% | -44.1% | +108.8% | +72.0% |
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