+66.2%
CART vs RPRX
+68.6%
-2.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +28.6% | +18.6% | +10.0% | +28.7% |
| 3M | +29.1% | +18.0% | +11.1% | +30.6% |
| 6M | +44.7% | +33.8% | +10.9% | +47.6% |
| YTD | +29.2% | +76.6% | -47.4% | +36.4% |
| 1Y | +66.2% | +68.2% | -2.1% | +73.8% |
| All | +66.2% | +68.6% | -2.5% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling