-42.6%
CAG vs RPRX
+72.5%
-115.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.2% |
| 7D | -5.9% | -8.0% | +2.1% | -4.6% |
| 30D | -1.5% | +2.1% | -3.6% | -1.9% |
| 3M | +11.5% | +8.2% | +3.3% | +9.9% |
| 6M | -15.7% | +28.9% | -44.6% | -19.2% |
| YTD | -10.2% | +54.1% | -64.3% | -16.5% |
| 1Y | -18.1% | +65.5% | -83.6% | -25.0% |
| 3Y | -39.4% | +117.3% | -156.7% | -47.5% |
| 5Y | -42.6% | +71.6% | -114.2% | -47.8% |
| All | -42.6% | +72.5% | -115.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling