-42.8%
CAG vs RPRX
+52.7%
-95.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -5.7% | -8.4% | +2.7% | -4.7% |
| 30D | -2.4% | -0.6% | -1.8% | -2.3% |
| 3M | +9.8% | +6.4% | +3.4% | +8.9% |
| 6M | -10.8% | +26.6% | -37.4% | -13.4% |
| YTD | -10.8% | +53.8% | -64.6% | -15.5% |
| 1Y | -19.0% | +62.8% | -81.8% | -23.9% |
| 3Y | -39.7% | +118.0% | -157.7% | -45.7% |
| 5Y | -43.0% | +71.2% | -114.2% | -47.3% |
| All | -42.8% | +52.7% | -95.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling