-40.2%
CAG vs RPRX
+57.8%
-98.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.8% | -0.8% |
| 7D | -5.3% | -2.8% | -2.5% | -5.0% |
| 30D | +1.0% | +7.2% | -6.2% | +0.1% |
| 3M | +17.4% | +10.9% | +6.5% | +15.8% |
| 6M | -16.8% | +34.6% | -51.4% | -19.8% |
| YTD | -6.8% | +59.0% | -65.7% | -12.0% |
| 1Y | -15.4% | +72.5% | -87.9% | -21.1% |
| 3Y | -37.1% | +124.1% | -161.2% | -43.5% |
| 5Y | -41.3% | +75.9% | -117.2% | -45.9% |
| All | -40.2% | +57.8% | -98.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling